This site says the follwoing on the subject:
Leaving your job early
If you’re offered a job and your new employer wants you to start before your redundancy notice ends, speak to your employer and see if you can leave early without losing your redundancy pay.
Put your request to leave early to your employer in writing saying when you want to leave.
If you leave early without your employer’s permission, you could lose some or all of your redundancy pay.