KO, in Bethnal Green, is not Anthony Joshua's gym. The heavyweight Olympian trains much closer to home at Matchroom in Brentwood, but in many ways it seems the old gym where we meet him – with all its weathered, raw appeal – is a perfect fit. It's a no-nonsense gym, for serious fighters; he knows the owner, Bill – a fixture in London's close-knit fighting scene; and, serendipitously, there's even a faded bit of graffiti that reads 'AJ' on a half-crumbled wall outside. But what resonates most is an inscription on the archway just above the entrance, which reads: 'Leave your ego at the door.'

"That's what the discipline of boxing's really about," Joshua tells me as we sit down. "To come into a gym, giving the big 'I Am', get in the ring, get beaten up, be humbled, and then keep on coming back. It strips you of your ego, and then it becomes a discipline – you bow your head, you respect your opponent. That's the true art behind boxing. You've got to leave your ego at the door."

An incongruous statement, perhaps, when you think of many of the personalities who have dominated the sport at its highest level over the years since its formation. Most recently, Joshua tore apart the swaggering, if ageing, Kevin Johnson in front of a sold-out O2 Arena midway through the second round.

But for the bell, it could have been over in the first: an all-out onslaught from the 6'7", 17-stone Joshua made the 36-year-old look both outfought and outthought – a surprise, especially given the American's taunting and trash-talking in the build up to the match, and even more so considering this was a man who had gone 12 rounds with Vitali Klitschko, and never been knocked out in a long career.

"Johnson's an idiot," Joshua reflects. "He should be more humble. But I think it's an American thing. He talked such a good game – which is good, because he believed in himself. But if you're going to talk that much, make sure you can back it up. He said he was ready."

In the wake of the fight, Wladimir Klitschko, whom Joshua has trained with for the last few months, said of his protégé: "I am confident he will become the dominant force in the heavyweight division. I would put any money on Anthony Joshua winning any other fight that comes up." David Haye, himself a former WBA heavyweight world champion, posted afterwards on Twitter: "Tonight Anthony Joshua did a demolition job in stopping the 'unstoppable gatekeeper' Johnson. Welcome officially to world-class."

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In realistic terms, Joshua was the favourite. But for the 25-year-old, who'd chalked up a record of 12 wins – all by knockout, and all before the fourth round – since turning pro, this was meant to be the first real test.

"I passed it with flying colours," Joshua smiles, with the kind of quiet self-assurance that comes with an Olympic gold medal (and an MBE to boot) at 22, as well as a comprehensive victory in the biggest fight of a fledgling career. But he doesn't see it that way. I ask if, to him, beating Johnson felt as significant as the sporting press made it out to be. "I look at Johnson as a stepping stone," he responds.

"Significant would be a British title – a landmark. I knew I had to just get rid of him. It wasn't that I wasn't going to beat him, it was 'How does Anthony go about beating him? Will he go ten rounds? Will he go the full distance?' But I just wanted to get him out of the way and move onto the next one. Johnson was meant to take me to ten rounds, so I guess we're still on the hunt for someone who can."

But who? It's not a simple question. The ease and seeming efficiency with which the young fighter has taken apart each opponent he's faced either suggests that he's well on the way to becoming a world champion; or that he's faced the right opponents at the right times. In many ways, as a boxer, you can't win.

"It's like Mayweather," Joshua says. "He's at the elite end of his sport, but they'll always criticise him for dodging fights, or taking on fights at a time where his opponents were not necessarily in their prime condition.

Johnson was a stepping stone – I just wanted to get him out of the way. He was meant to take me to ten rounds, so I guess we're still on the hunt for someone who can

"I don't think boxing fans are ever satisfied. They're always looking for the next beast to come out and beat someone. There'll always be this situation where if I fight the next guy who's won all his fights and I knock him out, they'll say 'Don't you want to go the rounds?' That's always how it'll be in boxing."

Joshua is not, at least at this point, a Floyd 'Money' Mayweather – he prefers to graft, keep his head down, and keep quiet until he's achieved something he deems worthy of shouting about. "I grew up around people who were serious about what they were doing, and didn't need to talk a good game," he says. "You just do what you've got to do, and get the job done in the best possible fashion.

"There are more serious things in the world than me getting in a ring and fighting someone. Also, once the date's been set, unless you get a bad injury, there's no turning back. That's why I don't put pressure on myself. The nerves are there, for sure, but it's more of a performance thing. They're not the kind of nerves that make me think to myself 'I don't want to go out there.' But as I said, there's no turning back. What will be will be."

Anthony Joshua career highlights – in pictures

Although Joshua has kept a cool head in the spotlight, he's realistic about things. "You will hear some reckless stuff from me, because it's going to get political," he says. "Some people are going to say some negative things, and I'll bite at some stage, but I'm just rolling with the punches at the minute."

Boxing, ironically, is not always that simple. It is, of course, a sport that's in many ways framed around the profile of the two fighters involved. Huge matches often involve months of hype but, once they start, are over in minutes. It's not easy to avoid being sucked into the fanfare that surrounds the sport. But there are subtler, cleverer ways to promote yourself than trash-talking. When French Connection partnered with Joshua for the latest incarnation of its FCUK Fear range – which includes luxury sports and gymwear as well as Joshua's fight shorts – there was more to it than mutual promotion and profit; it was an omen. The original FCUK Fear ambassador? Lennox Lewis – a British heavyweight world champion.

"It was early on in my career," Joshua says, "but the reality is that the range began with Lennox when he was heavyweight champion of the world. Fuck fear, chase your dreams, be strong – it's a very positive message. Coming through to the pro ranks, with a nice buzz from the Olympics, I think it made sense for them to say 'Let's get behind Anthony Joshua early in his career.' It's a perfect fit. They got behind, hopefully, the future heavyweight champion of the world, and they're launching the brand with that faith.

"My face is on high streets around London, where tourists come to, and the brand's been around for a long time at an elite level. I thought it would definitely help my career to have them behind me, and it definitely has."

As for other brand ambassador roles? He drives a Jaguar XJR – "I like presidential cars. I used to like sports cars, but when you get into a presidential, spacious, big car, you never go back," he says – and his love of watches has him thinking about it. "If I had a brand, it'd be a Richard Mille… if Andy wants to get in touch," he jokes towards his agent. "I love Patek Philippe, too."

When I ask if he has plans to spread his image into horology, his outlook is characteristic of what I've come to expect: "Only if I keep on winning. At the minute, I just need to focus on that. Those things will come."

I ask him if his love of Swiss watches and British cars means he could have been a City boy in another life, and am interested to find that a friend of his owns a brokerage, H20 Markets, which has offices in Chiswell Street and the Heron Tower. "I only learned about trading recently, so I think I'd have been too much of a latecomer to the business," he says. I would like to have done accountancy, and set up my own firm, but to be successful you need to know your numbers."

I used to like sports cars, but when you get into a presidential, spacious car, you never go back

Right now, the only numbers he needs to know are 13 – the number of fights he's gone undefeated since turning pro – and 12 – the number of rounds the world wants an opponent to take him to.

KO Gym

186 Bancroft Road, E1 4ET

Our fantastic location for the photoshoot was KO Gym near Bethnal Green. The gym specialises in teaching muay thai, thaiboxing, kickboxing, and MMA. Prices for pay-as-you-go classes start at £10. (AJ declined a free lesson - he was probably too scared or something.)

So we're back to that question again: who can go the distance with this young fighter? More importantly, who does Joshua think can do it? He mentions some names – "Haye, Klitschko, Fury, Wilder, Chisora" – and considers: "The interesting thing is that the gulf between the novice and the elite in the heavyweight division is so big. It's not a gradual progression, so when I mention these names as someone who hasn't been a pro for two years yet, it's hard to gauge.

"I don't want to say too much, as there's such a big gap in between, and I don't want to over-predict my future. I'm looking eight years ahead, but I think those are the only guys right now who'd be able to give me a real good test. The interesting thing is I'll have to fight them sooner, rather than later."

It's another curious juxtaposition for one of the sport's most promising British fighters in a generation: the humble young boxer who tries to take each day as it comes, but who understands the weight of expectation on his (enormous) shoulders and fully expects to live up to it; who shrugs off the perceived importance of his fights, but wants to claim British and Commonwealth titles in the next year, and the world championship sometime after that. For Joshua, though, it's simple.

"The most important thing is living your life as a professional," he says. "I'm not leading any of my supporters on, I'm digging deep, and I'll always perform when I get in that ring. It's not just about me; there are so many British athletes and we've all got a job to do – I'll make sure I'm handling mine."

For more information on Anthony Joshua's FCUK Fear range, go to frenchconnection.com

You can read the full interview in our July issue, out at tube stations on 7 July. Work in the City? Get a copy of Square Mile delivered to your desk each month, for free. Subscribe here: http://www.squaremile.com/subscribe/