I cannot believe it is me saying this but QM seems to have a fantastic programme for those who want to work in financial services field utilising your legal knowledge as opposed to becoming practice lawyers...The modules are very good, no nonsense subjects...
http://www.law.qmul.ac.uk/postgraduate/finservices/index.html

I would be tempted to do this if I had the time - it does look very good. I attended a lecture by Kern Alexander many years ago and I remember him as being very engaging.

Oxford is also launching an MSc in law and finance (which I was tempted to apply for, but I imagine the fees will be £20k plus).
http://law.nsms.ox.ac.uk/mlf/index.php

This isn't my area of speciality, but the QM offerings seem more focused cf. to Oxford.