Just make sure you take enough people with you if you want to take it by force! The police will instantly respond once you start bolt-cutting the doors. Alternatively, you have the option to hack the security camera's at Kavala HQ to delay the message the police gets once someone starts robbing it. To hack the security camera's, just go towards the reception and scroll on the leftmost computer screen. It should give you the option to temporarily disable the security camera's!
Another way to do the H.M. Treasury is doing it by RP'ing your way through. This can be done by thinking of an innovative scenario that can convince the police that you're authorized to take some of the gold with you! This depends on the quality of your story and also, on the negotiator the police sent. This kind of bank-job can even be done alone, as you will probably not have the need to use force to get the gold.
I hope that helps! Feel free to message me if you have some more questions about bank-jobs(Or anything for that matter!), I'm more than happy to help you out!
EDIT: I forgot to mention the fact there needs to be at least 10 police officers on the server for you to actually start your bank job, otherwise you won't be able to get in the vault.
I'm not Junior but bolt cut whatever doors you want.
Obviously 1 or two entrance doors on the outside, and then whatever doors in the corridors you want to use as shooting positions. Then obviously the vault door to get into that room and blow the vault.