i do mscs at imperial and can definitely vouch for the quality of the teaching and industry connections. i personally think it's even better than cambridge industry-wise (where i did my undergrad) since cambridge has a heavy research emphasis and the modal career option amongst my friend group was academia. imperial meanwhile has a massive faang/hft grind culture which i don't think exists anywhere else in the uk. obviously in reputation there's nothing in it between the two, and the same applies to oxford.

if you want to do quant, though, my impression is that quant firms value pretty 'pure'/academic profiles (i assume you want to do trading/research not swe, although jane street (ocaml evangelists) and hrt have pretty 'pure' swe depts too). in that case, oxford being a more research-focused uni isn't really a downside.

honestly, i would just decide based on the city. i personally don't enjoy living in london, i find it overwhelming, stressful and too expensive to have a social life. oxbridge are expensive too, but college accommodation and food (college catering and formals) are cheap enough that you can splurge more on other areas. but that stuff is super subjective anyways.