Auf den Skandal angesprochen, betonte der Politiker, nichts von der Bestechung gewusst zu haben
Is the position of the perfect "angesprochen" in the Nebensatz correct here ?
Yes, it is. The first comma is optional.
It's not a Perfekt by the way - Perfekt is the tense expressed by using sein or haben together with the Partizip II (akin to the English past participle).
In this sentence, the participle is used on its own. It does not only indicate that the action takes place in the past, but also connotes the passive voice.
The meaning of this sentence is roughly equivalent to "Nachdem der Politiker auf den Skandal angesprochen worden war, betonte er, nichts von der Bestechung gewusst zu haben." Or: "Als der Politiker auf den Skandal angesprochen wurde, betonte er, nichts von der Bestechung gewusst zu haben."
Auf den Skandal angesprochen is a participial phrase (Partizipialsatz). Participial phrases are built either with the present participle (e.g., Auf einen Gewinn hoffend) or with the past participle (e.g., Die Haare gewaschen,...). A participial phrase is a dependent clause. It does not have a subject and its subject is understood to be the same subject of the main clause. The participle is placed at the end of the participial clause. So, the position of angesprochen is correct in your example. As the previous answer says, the present participle clause usually indicates that both actions taking place at the same time where the past participle clause indicates that the action took place before that of the main clause.