University of Leeds, University of Exeter or Queen Mary for Law?

def Queen Mary highly ranked for its LLMs programs and has a great reputation

Since you want to work in compliance at a financial institution, I would say don't go for the commercial law LLM at Exeter just because the other two seem far more aligned to your interests. If you do a commercial law LLM you'll have to do a lot more than just banking law or compliance so you might end up doing something you don't really like.
I don't know much about compliance but QMU is highly ranked for postgrad and the MSc looks relevant to what you want to pursue job wise in the future. You might want to get into contact with people in the field you currently want to work in after graduation and see what unis they went to or what they would recommend. It might be that they think a candidate with an international banking and finance LLM is more interesting, but it might also be that they'd prefer someone with an actual qualification in compliance like QMU would give you. Just glance at their LinkedIn profiles or you could send them a message
In terms of employability everything kind of sucks right now lol but all three of those unis are perfectly fine. Just pick the course you're most interested in and feel like you could do well in! Personally I would go for QMU but I feel like what you choose will be a really personal decision.

Thank you for your detailed explanation, but I'm told by my friends and job advisors that a law degree is an entry requirement for being a compliance officer. So I wonder if I should go to Leeds instead as the programme of QMU is titled as MSC, not LLM.

This is both right and wrong. It depends what you want to do. I had assumed that you had an LLB!

If you want to be a COLP (Compliance officer for legal practice), you need to be qualified as a solicitor. I think this might be what you mean. In this case you need to have a qualifying degree. There are only two routes to this. It's either an LLB or a non-LLB subject at undergrad + GDL. An LLM at ANY institution does not count as a qualifying law degree, in terms of qualification it's the same as any random postgrad course. So if you want to become a COLP, which is what I think you want to do since your job advisors have told you you need a law degree, then you need to take the GDL if you don't have an LLB. Unless you want to take them for academic value, the LLM and MSc are both useless to you and will just cost you money without helping you meet the requirements to be a compliance officer.

If you want to be a COFA (compliance officer for finance and administration), you don't need a law degree. The SRA has some guidance for this but I'm not super familiar with it so you might have to do a bit of Googling. Either way you can find a lot of info here https://www.lawsociety.org.uk/topics/business-management/compliance-officers .

I read through the page, you were right, COFA does not need a law degree and COFA is what I want to be. My bachelor's degree is titled as BA - Accounting and Financial Management Studies, so should I go to Leeds instead? Since LLM might be better academic value and reputation in the compliance field. Also, as a person who does not have a law degree, will LLM helps better?

This is both right and wrong. It depends what you want to do. I had assumed that you had an LLB!

If you want to be a COLP (Compliance officer for legal practice), you need to be qualified as a solicitor. I think this might be what you mean. In this case you need to have a qualifying degree. There are only two routes to this. It's either an LLB or a non-LLB subject at undergrad + GDL. An LLM at ANY institution does not count as a qualifying law degree, in terms of qualification it's the same as any random postgrad course. So if you want to become a COLP, which is what I think you want to do since your job advisors have told you you need a law degree, then you need to take the GDL if you don't have an LLB. Unless you want to take them for academic value, the LLM and MSc are both useless to you and will just cost you money without helping you meet the requirements to be a compliance officer.

If you want to be a COFA (compliance officer for finance and administration), you don't need a law degree. The SRA has some guidance for this but I'm not super familiar with it so you might have to do a bit of Googling. Either way you can find a lot of info here https://www.lawsociety.org.uk/topics/business-management/compliance-officers .

To be clear, COLPs and COFAs are full time roles within law firms. The COLP is just a regular practising lawyer - usually a partner - within the firm, who gets the short straw and has to do the COLP stuff on top of their regular work! This is completely different from working in compliance in the usual sense, ie in the compliance team of a financial institution. Some people in those roles will come from a law background but not necessarily all of them. It depends on what you are expected to cover. Compliance departments can deal with all sorts of issues, some more legal in nature than others. OP the QM course sounds the most suitable for your plans. Just having a law degree won’t necessarily make you more attractive to a bank’s compliance team, so don’t do it for that reason alone.