I'd assume any that can back off after a short trade, so that you can avoid his passive damage. Probably Fiora, if I had to take a guess.
u.gg confirms that, with Fiora being his third best counter. Kayle is his second best counter, if you count Kayle as melee. Olaf is next, I assume it's because he's better in sustained combat than Morde is and he can just completely ignore Morde's R. Jax and Trynd I assume are the same case. Mundo is next, and I assume that's because Mundo's just a walking pile of bullshit and Morde fucks himself if he ults Mundo. That, and the simply insane amount of magic damage reduction Mundo gets from whatever damn ability probably fucks Morde harder.