Stress
Most credit analysts will need to pull themselves away from the "personal" side of things in order to function well within their position. However, they're only human, and will therefore sometimes run into the emotional consequences of their decisions.
Watching someone lose his or her house, car, or job because of your analysis might be difficult to cope with, regardless of whether or not it should be difficult. And that's okay. Just make sure you can manage it.
You might also feel some stress typical of an office job: deadlines, presentations, keeping the boss happy...all things you have to manage if you want to be successful and happy. Fortunately, though, most of this can be left at the office while you're still at the analyst level. Once 5:00PM rolls around, go home and play fetch with your dog or do whatever it is you do. The world can wait another day for those reports.