Does anyone know which banks in London would be easy to lateral to as a Canadian (at a bulge bracket currently)? Which of them sponsor, or have a history of taking foreign transfers? Appreciate any information or advice.
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I don't have the answer to your question specifically. But, assuming you hold Canadian citizenship, you might qualify for the Youth Mobility Scheme
https://www.gov.uk/youth-mobility
It is something like the British counterpart of the working holiday visa in Canada (IEC).
I have done the IEC in Canada and it was one of the best experiences of my life (did CEC afterwards and also got my PR).
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