WITHIN the ruthless world of City finance, if you are lucky enough to find a real friend among cut-throat colleagues you’ve indeed found a needle in the haystack, a kind of forbidden connection within the Square Mile of aggression. My “firm” connection was another female analyst I started with a few years back. We shared everything from trading tips to juicy secrets. But last week, this impossible sisterhood became a certain casualty. My only friend in the office was fired.

It’s not that I didn’t see it coming, but it’s still shocking. She lost even more money than I did this year, and that’s saying something. She was so traumatised she couldn’t even think. She always thought that if everything went to hell (which it certainly seemed like it was), she would move to Iceland, an egalitarian society with fantastic parties. But now that the island is approaching bankruptcy, even her “Plan B” is ­looking pretty ugly.

The saying goes: “The higher they climb, the harder they fall.” Nobody in their right mind could say she was very high on the City ladder, yet her fall was still earth-shattering. As she collapsed on to the steps of the Royal Exchange, I could offer only a shoulder to cry on.

What would really get her out of this slump, I thought, was to get her well and truly drunk. But could she justify £10 ­appletinis on her teeny-weeny severance check? As a good friend, I took her to a bar, picked up the tab and found misery loves company, with the bankers around us much more of a wreck than her.

She entered many new social circles that day she was fired. There was the Society of Laid-Off Lehmaners, who accepted her as an honorary member due to her harsh opinions of Dick Fuld. She also hobnobbed with the Royal Bank of Burnouts, the Derelict Directors, and the Ejected Eggheads. She spent one day golfing then out clubbing, although being unemployed crimped her freewheeling style a bit.

And then came the icing in the cake. Years of working crazy City hours meant she’d never had time for a love life. And when she did manage to squeeze sex in, it was usually some sleazy one-night stand. But since being laid off, she’s met a new man to whom, in her past life, she wouldn’t have given the time of day - and now she’s in love. So she’s found her “firm” connection. I hope it isn’t too long before I find mine.