The body of Adam Beaumont, 33, who worked at the City firm Threadneedle Asset Management, was found hanging against a neighbour's window below his flat in Putney, south-west London. When police broke in they discovered his ex-lover and colleague Kate Cole, 31, dead inside. She had multiple head wounds.
Detectives are treating Ms Cole's death as murder and said Mr Beaumont's death was not being treated as suspicious.
Staff at the City firm, which handles pounds 30bn in funds a year, were said to be deeply shocked by the deaths. They thought the couple had both got over the ending of their relationship.
"It is terribly sad. Our thoughts are with the families and friends," said Michael Prideaux, a spokesman for BAT Industries, the parent company of the company.
"There had been a relationship for about six months but that ended earlier this year. People at Threadneedle were aware that the relationship had ended, and often these things are difficult, but I don't think anybody had any idea it was going to end in this way.
"I don't think the company was aware of any suggestion it had been a particularly acrimonious parting."
Officers were called to the flat just before midnight on Sunday by a neighbour who spotted Mr Beaumont's body hanging outside the building.
A police spokeswoman said: "A post-mortem examination carried out at St George's Hospital concluded that the cause of death for the man was strangulation and for the woman was multiple head injuries. As a result we are no longer treating the man's death as suspicious ... We are treating the woman's death as murder."
Mr Beaumont worked in a unit monitoring funds' performances, and Ms Cole was a training manager. Both were said to earn between pounds 40,000 and pounds 50,000 a year.Reuse content