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In the USA, an application analyst is someone whose job is to support a given application or applications. This may entail some computer programming, some system administration skills, and the ability to analyse a given problem, diagnose it and find its root cause, and then either solve it or pass the problem on to the relevant people if it does not lie within the application analyst's area of responsibility. Typically an application analyst will be responsible for supporting bespoke (i.e. custom) applications programmed with a variety of programming languages and using a variety of database systems, middleware systems and the like. It is a form of 3rd level line technical support. The role may or may not involve some customer contact but most often it involves getting some description of the problem from helpdesk, making a diagnosis and then either creating a fix or passing the problem on to someone who is responsible for the actual problem area.
In some companies, an application analyst is a would-be software architect.
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