In the automotive business, financial services have gained in importance over the last few years. Apart from sales promotion, customer retention is a primary concern. As a consequence quality management which had so far been regarded as a discipline of the manufacturing sector, has been taking a central role in the service sector. Therefore the Six Sigma methodology attracts a lot of attention in literature and is applied in many process improvement projects. In the beginning of a Six Sigma project the critical process must be selected. This selection is crucial to the success of the improvement project, and thus the success of the enterprise. The paper focuses the selection of critical processes for a Six Sigma project in a teaching case. It presents an approach established during the prototypical implementation of Six Sigma at an automotive bank (financial service provider). Additionally, individual steps of the selection process are more closely examined.