Research, or "investigación" means finding things out. That is the official name of what I'm supposed to be doing.
Scholarship is learning, "erudición." I would prefer to be a scholar (estudioso) than a researcher.
Criticism is the actual name of my own discipline. Literary criticism, to be exact. I am a much better critic than I am a scholar or investigator. My criticism is learned, erudite, but I don't discover or find out new things that nobody ever thought of before.
Writing is what I really do. I am a writer of criticism; that is the medium through which I do literary criticism.
So, I could say I'm a researcher or investigator, a scholar, a critic, or a writer. I am someone who finds things out, who knows things, who criticizes or analyzes the things he knows about, and who writes down and publishes the results. What you call yourself matters.