Image: UbisoftOfficial screenshot from Ubisoft.
A Run on the Bank is the story achievement for completing Memory Sequence 6 of Assassin's Creed Syndicate. It marks the end of Sequence 6, which centres on a plot against the Bank of England and the Templar Lucy Thorne.
Play the main memories of Sequence 6 through to the end. Optional objectives do not matter for this one; only the 100% sync achievement, Mentor, asks for those.