Yep. That's what I'm doing. With the full support of my bank as well (they know I'm working on my start-up in my spare time, they've arranged to pay me in a fas

Yep. That's what I'm doing. With the full support of my bank as well (they know I'm working on my start-up in my spare time, they've arranged to pay me in a fashion that's tax efficient allowing me to invest my money in my startup pre-tax, etc.). There are plenty of people doing it, at any start-up event I go to (in London) I run into current and former banking peeps.