So far, I've not come very... far. It ends up with me trying to solve it more intuitively than mathematically.
I figured, first I'll find the place of equality, which is at $x = \arctan 1 = \frac{\pi}{4} + \pi n$.
Then, it will be larger than 1 until either sin(x) or cos(x) changes sign, but I can't find a way to express this consistently over a larger interval.
Let us look in the interval $(-\pi/2,\pi/2)$, since $\tan$ is $\pi$-periodic. In this interval, if we want $\tan(x) > 1$, then $$x \in (\pi/4,\pi/2)$$ Hence, the desired intervals are $$n \pi + (\pi/4,\pi/2)$$