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I have worked as an IT consultant for approximately 4 years now with roles have changed from systems administration to database administration.
I have earned a BSc degree and now concentrating on earning MSc in IS.
I have been trying for the past 6 months to transition to Business Intelligence as a Business Analyst.
I have expressed my interest to my manager of the intentions to shift in job roles. However, my manager has often told me that he will not consider me now moving to another job role because he has not got anyone who is as competent at my current job as myself.
I have tried applying for postions outside my company but experience is demanded, which I do not have. The only way is to convince my manager to give me an opportunity.
How do I get to convince my manager to shift me to Business Analysis?
I once offered to train someone who can replace me but my manager insists not to move me. I am about to get frustrated.

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Stop trying to convince your manager to shift your job roles and start taking on those additional responsibilities yourself without permission.
Is there anyone that is currently doing businesss analysis work in your company? Go to that person and offere your help with any of their tasks. Of course, you have to become the person\'s friend first before offering to help or they will feel threatened.
If there is no one doing the business analyst\'s work currently at your company, then even better ... do it yourself. Start small ... don\'t show up at a meeting and announce that you\'re a business analyst but show up at amy meeting and take detailed and well-written notes. Create a special document for documenting the minutes at any meeting that you attend, make sure tha the document stands out and then circulate those documents after the meeting to the stakeholders as werll as the participants at the meeting.
If your manager questions you and asks you why you are doing those extra nice things, say that you have performed your primary job very well and that in your spare time and without asking fot addtional pay or taking time from existing projects, you performed all thoese BA tasks.
Continue doing this and if your manager still does not recognize you, you will have built a portfolio for yourself, with which you may apply for another busienss analyst job outside your firm.
Whatever you do, make sure that you don\'t back down in your desire and personal interest to become a business analyst ... you owe it to yourself :-)