There will be a record of where he was buried but I doubt if there would ever have been a memorial. Being executed was a cause of shame and prisoners weren't entitled to burial elsewhere.
I went to the Castle Museum earlier this summer - in the basement there's an interesting display about the castle's use as a prison, though I don't recall seeing anything about this crime.
Curiously, I think that Robert Browning, the first prisoner executed at Cambridge Gaol, having murdered a 15-year-old prostitute on Midsummer Common, may be related to my gt x 2 grandmother.