The HM treasury is Her Majesty's Treasury. This is where Altis' government gold reserves are stored.
This is a place that rebels frequently try and rob. I believe there needs to be 10 officers on duty for this to be possible and they need to be armed with bolt cutters, possibly guns, a blasting charge and a roleplay story.
Bolt cutter the doors and find where the vault is, then whichever way the negotiations with the police turn plant the charge on the vault. At this point officers will. Call off negotiations and are free to kill you and your fellow rebels robbing the bank.
Simply load the trucks, get out alive and go to the gold buyer in Kavala to sell. Beware, some officers might be called in for backup to prevent the sale of the gold!