Directly underneith the cats - near the front of the gearbox, so about centre of the car. I had mine on a ramp when I checked but it wouldnt be a problem to slide under when jacked up. In my experience use a trolley jack and axel stands as I certainly dont trust the standard boot jack to be as strong or stable...esp if you are underneith!
You will see the sensor going in to the cat as its the only place on the exhaust has something plugged into it.
Follow the wire back and there will be a plastic clip connector, this is the most common place for there to be a loose connection. Because its under the car, dirt can work its way in there.
Good luck !