I would like to have a career in a big bank. However I do not know a
fundamental thing: what is the difference between the position of an
associate and an analyst?

Howdy ludo_z-ga,

As you can see from this job posting on Vault.com, in the world of
investment banking, sometimes there is no obvious difference between
the two positions.
http://www.vault.com/job/Investment_Banking_Associate_Analyst_15237360593.html

"Investment Banking Associate/Analyst ... The position provides the
opportunity to handle a broad range of deal management tasks. This
is an entrepreneurial environment where you will be directly involved
in every aspect of the deal process, from initial client presentations
to preparing closing documentation."

On this Goldman Sachs page on investment banking they outline the
basic difference is that one is usually an analyst before becoming an
associate.
http://www.gs.com/careers/inside_goldman_sachs/business_snapshot/investment_banking/

"The Analyst Program is also an integral component of our Associate
recruiting strategy. After completing the Analyst Program, some analysts
are promoted to the associate level."

In fact, an "associate" is short for "associate analyst" as shown here
on the Job Bank USA web site.
http://jobs.jobbankusa.com/job.asp?id=5018968

"Associate Analyst ... The new analyst would become the third person in
a three-person team ..."

This "Careers in Finance" page on "Investment Banking: Life as an
Associate" gives us a loose definition of an associate.
http://www.careers-in-finance.com/ibassoc.htm

"An associate is typically a recently graduated MBA or an analyst who
gets promoted after three or four years. ... An associate still has to
do a lot of grunt work and may even have an analyst to call on."

This other "Careers in Finance" page outlines the job levels in the
investment banking world, and salary ranges and usual prerequisite
degree or years experience usually expected for those positions.
http://www.careers-in-finance.com/ibsal.htm

"...
First Year Analyst [$30K - 110K] Bachelor's
Third Year Analyst [$70K - 200K] Bachelor's
First Year Associate [$70K - 235K] MBA
Third Year Associate [$120 - 450K] MBA
Assistant Vice President [$75K - 600K] 2-4 years
..."

The "Careers in Finance" site also has a page on what it takes to be an
analyst, in somewhat casual, but probably realistic language.
http://www.careers-in-finance.com/ibanalyst.htm

"Analysts are typically recent undergraduates who work long hours and
do a fair bit of grunt work. A good analyst helps his or her boss get
their job done and done well. ...  During recruiting out of an MBA
program, former analysts will be at a significant advantage over others
without experience.
...
Key analyst skills include:
- the ability to work with Excel spreadsheets,
- write macros in VBA,
- track and generate weekly newsletters (weeklies),
- keep schedules,
- generate prospectuses,
- get burgers
...
After two years, most analysts leave to get their MBA or pursue other
positions."

So, in general, one becomes an analyst, then with experience and/or
additional education/degrees, one becomes an associate analyst.

If you need any clarification, please feel free to ask.


Search strategy:

Goole search on: associate analyst bank
://www.google.com/search?q=associate+analyst+bank

Google search on: "associate analyst" bank
://www.google.com/search?q=%22associate+analyst%22+bank

Google search on: analyst "investment banking"
://www.google.com/search?q=analyst+%22investment+banking%22

Looking Forward, denco-ga - Google Answers Researcher

Associate and analyst are not really equivalent titles at all.  

Associate is just a general term that really gives no indication as to
what a job entails.  You could be a marketing associate, legal
associate, human resources associate, janitorial associate, etc.  Some
companies like to use the term because it is vague and allows
flexibility in hiring and initial assignments.

An analyst is generally (varies from place to place) a person who
collects data and information from internal and external sources and
then prepares some meaningful results from this data and makes it
available to others by presentation or by report.

It's almost universal in financial services: Analyst = 4-yr BBA or BA
degree. Associate = 2-yr MBA (masters) degree. Analysts typically stay
no more than three years at a firm, then are forced to move onward and
upward somewhere else.

Note that in Consulting, Associates are usually the 4-yr BBA grads,
while Consultants are MBA holders.

Thanks for the 5 star rating, ludo_z-ga.

Looking Forward, denco-ga - Google Answers Researcher