London Housing Advice

Starting an Off Cycle at a boutique investment bank in September (Nordic here), come here to ask for London housing advice. The office is around Mayfair and my comp is £2.5k net a month. Don't know much about the city in terms of good residential neighborhoods, looking not to spend more than 50% of salary (maybe impossible idk). Expecting a sweaty shop so all ears for advice on the balance between spending 30/45 mins commuting instead of living at a walking distance for a higher price. Don't mind sharing btw/

I have heard of Vauxhall, for example. Any other good areas? 

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