Bad idea to lie here?

So I just finished my first year in banking at a BB in NYC. Got top bucket review and bonus, and just quit with nothing lined up. Honestly the stress was just too much for me, and was effecting me a lot physically and mentally. 

To be honest, it was just impossible to recruit, interview prep, and networkwhile on the job.  (I did not go to a target so assume will have to network a TON). 

I know it was always recommended to just start half-assing work and recruit while working, but I honestly love my team and they are all great people, so I felt really bad just kind of screwing them over, so I did not want to opt to just start giving 50% effort at work. 

My question is, would it be possible to still recruit and apply for jobs and still "pretend" I am in banking? I know I made probably a rash and bad decision to quit with nothing lined up, but feel like it will be much harder to get a new gig if I am currently unemployed and will be very difficult to explain to interviewers. 

Any thoughts / advice on my situation? Only targeting strategy / corp dev roles , no PE or HF at all.