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If an employee, for example, has proven on multiple occasions that he/she is dependable and can handle difficult times elegantly, in my native language we call this person "a man/woman of difficult situations".
Does this phrase sound idiomatic in English? And if not, is there a phrase or expression that can be used to describe that person?
As the other answer states, your suggestion is not idiomatic English and would not generally be understood.
An alternative would be [a] good [person/man/woman] in a crisis, for example Mary is a good woman to have around in a crisis or Max is good in a crisis, which matches what you want, as far as I can tell from your question.
No, "a person of difficult situations," is not idiomatic and might have the opposite connotation in English, i.e. that the person causes difficult situations!
Perhaps you should just state what you mean, i.e., "a person able to handle difficult [or adverse] situations." You might also call that person capable, though that is more broadly defined.
I like dbmag9's "good in a crisis", but as another suggestion, the person might be cool-headed ("having the ability to stay calm and think clearly in difficult situations").
This employee is cool-headed and dependable.
Idioms for someone who is unflappable
And, they might be a "trouble shooter" — that is, one skilled at solving or anticipating problems or difficulties.
A similar English idiom is a man for all seasons.
That means a man who is successful and talented in many areas, especially at adapting to different situations. (The phrase is particularly known as the title of a play and movie about Sir Thomas More, but can apply to anyone.)
The phrase "a man/woman of difficult situions" doesn't sound idiomatic. If a person can deal with difficult situations" you can use the idiom "to rise to the occasion/challenge". The occasion is more common than the challenge. So you can say:
He's a man who rises to the occasion/challenge/She is a woman who rises to the occasion/challenge.
Though less common, you can also say: He is a man of crisis or he is a crisis man.
You would have to provide contextual clues for it to have the meaning you want.
For example the Associated Press article In Congo, will president's chosen successor have real power? uses the phrase with the meaning you intend:
For his “success in the political crisis,” his ruling party bio says, Shadary was named party secretary-general by Kabila early this year. He also gained the nickname “the man of difficult situations.”
You might say such a person is “good in a crunch” or with a bit of different emphasis/meaning “my/the goto guy” (meaning that the person is good at resolving issues, sometimes limited to a particular area, sometimes just an all around goto guy).
The difference between the two is that the goto guy is never proactive, the goto guy is a troubleshooter after something has gone wrong. The “good in a crunch”, may not be best on a day to day basis, but is reliable in the end and is typically involved from the beginning.
Problem solver, quick thinker, calm under pressure, calm and collected, level-headed, battle-hardened, resolute, indomitable, unperturbable, sangfroid.
"Fixer" is close, but it has negative connotations of shady dealings
"Cool hand" is an older slang .
The epitome of what you describe as "a man/woman of difficult situations" is undoubtedly* Tarantino/Keitel's Mr. Wolf.
That said, I'm not living in an English speaking country and I don't know if it sounds idiomatic in English.
* In, at least, pop culture.
