Can a Investment banker start a holdings company?

Q. Can a Investment banker start his or her own Holdings company that also does financial services. Would this be a good move?
I am thinking about my quitting my job at a investment bank, and starting my own holdings company.

A. And the investment bank (s/he is working for) is going to be perfectly happy with their employee competing against them?? I DON'T THINK SO.

Might even be a conflict of interest.

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