Annual Wall Rocket (Diplotaxis muralis) is a native of southern Europe that has become naturalised in this country and as a result tends to be found near human habitation where it has escaped from gardens. You can find it along pavements and road gutters as well waste places where it needs virtually no soil. It particularly likes sunny spots in the shelter of walls from which it derives the 'wall' in its name.
The flowers distinctively indicate this is a member of the cabbage family, the crucifereae, having four petals in the form of a cross. It has a distinctly unpleasant smell when bruised apparently (I have not put this to the test) which gives it is alternative name of stinkweed!