The interviewer asks this question to see if you know what this job entails. The interviewer wants to hear that you have done your research before your interview and understand the FBI Intelligence Analyst's role. The FBI website has an FBI Intelligence Analyst Candidate information packet that describes the job duties. The following information is taken directly from the FBI's information packet.
Overview:
Intelligence Analysts work tirelessly to fulfill the FBI's role in the global Intelligence Community. Always on alert, they work proactively to identify threats, gaps, and vulnerabilities using their natural curiosity to assess complex information and make real-time analytical judgments. This helps decision-makers form strategies to neutralize and mitigate emerging threats, root out risks to our national security and protect the American people. Often Intelligence Analysts work in conjunction with Special Agents, using data obtained during investigations along with data from the internet, open-source checks, the Intelligence Community, and other agencies. Intelligence Analysts are great puzzle solvers and excellent investigators. Most are assigned to Headquarters (HQ) and help create the "big picture" that moves an investigation forward.

Our Intelligence Analyst Selection Process (IASP) is rigorous, but those who make it through help us protect the nation by:

Using language, cultural and historical knowledge to combat international threats by working within specifically defined geographical and/or functional areas (e.g., China program, Weapons of Mass Destruction program, Al-Qaeda program, etc.).

Discovering threats by leveraging local and national intelligence databases, analyzing intelligence collected in the Field Offices, and developing fact-based conclusions and intelligence reports.

Shaping intelligence policies by maintaining extensive networks and partnering with local, national, and international contacts within the intelligence and law enforcement communities.

Leveraging contacts and information to prepare briefings, reports, and communications for senior FBI executives and other Intelligence Community and law enforcement entities.