Found what appears to be an interesting role on efinancial careers section website posted by an agency.Then went onto the website of that agency and find that the job is not listed there.Guessing that the role does not actually exist - is this common practice by recruitment agencies?

Most roles advertised by agencies have existed at some point. However there is no incentive to remove them from a job board.IMO this is not a problem for you or the agency. If they have been advertising the kinds of roles you like then they probably can help with your job search even if that specific role is not available.In any event getting hung up on individual roles sets you up for disappointment.

If you like a role - apply for it. Don't be such a baby. You probably won't get it anyway.In recruitment for positions at your level it's often a numbers game. So it should be for you.Anyway, chances are the recruiter didn't bother posting new role specs on agency website and just went for the wider audience.

Recruiterat what point did the op mention he / she did not apply for the job?Also how do you know his or her level?

I'm a mangement consultany recruiter. My live roles are most likely to me on job boards as opposed to our website. The best thing to do is just give the agency a call. Like qa said, if there in the right space they can probably help anyway.

1) depends on the agency:some are more professional than others. Some are better organised than others2) depends on the website: on the one you mention, together with inter alia Times on Line, Exec Appointments, Job site the agency pays for each job they upload which covers a specific time period. That increases the likelihood that the job is real and live3) agencies’ own websites are free (which decreases the pressure to remove jobs that aren’t current) and low traffic (which decreases the return on the time spent uploading jobs) so is no guide 4) DON’T just register because they appear to handle the sort of jobs you are interested in. Either apply to a live job which you are sure is live and you are interested in and appear to be qualified for OR decide to register with an agent based on personal recommendation and reputation in the market