It depends on your context. In general, we will go for the first one. A - something general and it only appears the first time The - something specific. It has appeared more than one time. For example, A rabbit is lost in the jungle. The rabbit is white and big. Can you tell the difference?

Hello! Both work fine to get your point across, however, the second one uses "the" banker, which would indicate that you are talking about a specific banker, rather than just any banker. In which case, if you want to use the first one, you can say "What is a difficult part of a banker's job?"