Clear the bank above ground and then go underground

Use the rope to slide down the lift shaft drop a flashbang on the ground floor and break in kill all the remaining enemies and enter the vault where you will find a box containing a nuclear weapon.

First use smoke bombs
Personally I recommend carrying both smoke launchers and smoke grenades when on the attacking side. After completing your secondary resupply you will have five smoke launchers on hand and as long as you have a medic in the open to hit all the smoke grenades when attacking you can basically provide very good cover for the entire attacking side. Shooting smoke grenades while rescuing your teammates can also and will continue to obscure the opposing machine gunner's suppression.