Should I tell a potential employer I still have a job?

I am considering applying for a job in the finance industry, after having worked in statistical analysis research for 2 years. However I am still employed by my current company, I haven't mentioned anything as I was more interested in finding out things like benefits, pay, etc of the new job before I commit.

I tried to Google it but I can't seem to find anything on these things and so the only thing I could think of was applying and seeing if I get offered the job and then see what they have to offer. However on the application they want me to write any previous employment with the date I left my job.

I have a few questions:

1) Would they take my application as seriously if I haven't left my current job and the industry is pretty different?

2) If I was just to email asking about all these things, would they be obliged to answer and again, would that affect my application, should I decide to apply?

Thanks