Today we have confirmation coming from Samuel L. Jackson himself, who revealed this to the Wall Street Journal while talking about his cameo in Agents of S.H.I.E.L.D.
“I know we’re shooting in London, that James Spader is Ultron and going to be the bad guy, and that we added Ms. [Elizabeth] Olsen [who will play the Scarlet Witch], but I don’t know what she’s doing, if she’s on the inside or the outside. I haven’t seen a script.”
He also confirms that filming will take place at Pinewood-Shepperton Studios in England, where ‘Thor 2‘ and ‘Guardians of the Galaxy‘ are currently being shot. The final major role to be cast in the film is Quicksilver, Scarlet Witch’s twin brother; a role that Aaron Taylor-Johnson was reportedly in talks for at one point.