Answer by taking a quote from the following article:

Field Marshal Sir Claude John Eyre Auchinleck  (21 June 1884 - 23 March 1981) was a British Army commander during the Second World War. He was a career soldier who spent much of his military career in India, where he rose to become Commander-in-Chief of the Indian Army by early 1941. In July 1941 he was appointed Commander-in-Chief of the Middle East theatre, but after initial successes the war in North Africa turned against the British, and he was relieved of the post in 1942 during the crucial Alamein campaign. In June 1943 he was once more appointed Commander-in-Chief, India, where his support through the organisation of supply, maintenance and training for Slim's Fourteenth Army played an important role in its success.

Auchinleck attended the Staff College, Quetta between 1920 and 1921. He married Jessie Stewart in 1921. Jessie had been born in 1900 in Tacoma, Washington, to Alexander Stewart, head of the Blue Funnel Line that plied the west coast of the United States. When he died about 1919, their mother took her, her twin brother Alan and her younger brother Hepburne back to Bun Rannoch, the family estate at Innerhadden in Perthshire. Holidaying at Grasse on the French Riviera, Auchinleck, who was on leave from India at the time, met Jessie on the tennis courts. She was a high-spirited, blue-eyed beauty. Things moved quickly, and they were married within five months. Sixteen years younger than Auchinleck, Jessie became known as 'the little American girl' in India, but adapted readily to life there.  Auchinleck became temporary Deputy Assistant Quartermaster-General at Army Headquarters in February 1923 and then second-in-command of his regiment, which in the 1923 reorganisation of the Indian Army had become the 1st battalion, 1st Punjab Regiment, in September 1925. He attended the Imperial Defence College in 1927 and, having been promoted to lieutenant-colonel on 21 January 1929 he was appointed to command his regiment. Promoted to full colonel on 1 February 1930 with seniority from 15 November 1923, he became an instructor at the Staff College, Quetta in February 1930 where he remained until April 1933. He was promoted to temporary brigadier on 1 July 1933 and given command of the Peshawar Brigade, which was active in the pacification of the adjacent tribal areas during the Mohmand and Bajaur Operations between July and October 1933: during his period of command he was mentioned in despatches. He led a second punitive expedition during the Second Mohmand Campaign in August 1935 for which he was again mentioned in despatches, promoted to Major-General on 30 November 1935 and appointed a Companion of the Order of the Star of India on 8 May 1936.  On leaving his brigade command in April 1936 Auchinleck was on the unemployed list (on half pay) until September 1936 when he was appointed Deputy Chief of the General Staff and Director of Staff Duties in Delhi. He was then appointed to command the Meerut District in India in July 1938. In 1938 Auchinleck was appointed to chair a committee to consider the modernisation, composition and re-equipment of the British Indian Army: the committee's recommendations formed the basis of the 1939 Chatfield Report which outlined the transformation of the Indian Army - it grew from 183,000 in 1939 to over 2,250,000 men by the end of the war.

What did Claude do between the world wars?
Auchinleck attended the Staff College, Quetta between 1920 and 1921.