From The TimeSplitters Wiki

Heist
IMAGE NEEDED
Game	TS1
Section	6
Map	Bank
Character	Veiled SWAT
Enemies Encountered	Chinese Chef Chinese Waiter Fingers McKenzie Jacques Misere Lumberjack Malehood Olga Strom Ravelle Velvet
Rewards	Veiled SWAT
Medal Requirements	5 bags

Heist is a TimeSplitters 1 Challenge. It involves disrupting a Heist by killing all people involved.

Briefing

Fingers and his gang are knocking off the city bank and the police response team are 5 minutes away. Maintain a tactical position on the ledge. But don't let the gang away with more than 5 bags.

Strategy

You have to stay on your ledge, jumping off kills you. It's not that hard, just shoot the people running in the bank, and letting a few go is fine as long as it doesn't go above 5.

The most important thing is to let at least one person score a bag. This is because there is a Heist Glitch whereby you win, but don't receive your rewards.