Credit/Market Risk guy - an analyst, associate, banker or just a staff?

I have just started to work for a boutique investment bank in Asia. This question struck me when I'm filling up gym membership application form as it comes down to the "designation" part. Nonetheless, filling form story aside, this question has always been on my mind since the day I join the investment banking industry.

What should Credit / Market Risk guy called themselves when threw with questions like "what you do for living?" or "what you working as?". This may sound a bit melodramatic question to ask, but is it "ethically" wrong to call ourselves as investment banker?

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