I generally answer, "I work as a Business Analyst for may money. But I'm a musician and actor for my soul." The usual response is either , "Oh." and the questioner leaves me alone, or they ask if I've ever been on television or in the movies. Almost no one ever wants to know about business analysis. And I don't blame them. The puzzling thing is that unless they're another musician, they don't generally ask about the music either.

Parenthetical comment:
(And before any of you ask; Yes, I've been on TV (in commercials). It's not all it's cracked up to be and I'd prefer to never do it again. No, I've never been in a big screen movie. No desire to pursue it, either.)
- Sean