The two robbers went to SBI International on Sunday evening, and introduced themselves as CID officers investigating a case.
Once inside, they whipped out pistols and ordered the guard, Mr Isaac Otieno and finance manager, Mr Skeif Shay, to open the safe where they took Sh5 million and $35,000.
Dagoretti police boss Mathew Gwiyo said various officers at the firm were being interrogated over the theft.
On Friday, a resident of Lavington was carjacked at the gate of her house and robbed of her car.
Ms Edith Mburu was accosted at 10pm by four armed men who tied up the guard before robbing her.
The gangsters took her ATM card and Pin number and withdrew Sh40,000 from her account.
Elsewhere, police in Embakasi are trying to trace the owner of a pistol that was found at the scene of an accident on Mombasa road.
A guard at Sameer Business Park, Mr Henry Muli Kithuka, found the loaded Ceska when he went to the scene where a Toyota Landcruiser and a Nissan X-Trail were involved in an accident.
Police in Kayole are also trying to find the owner of a pistol that was retrieved from a gangster as he and his mates tried to rob an M-Pesa shop.
The three gangsters raided the shop, but as they were ransacking the drawers, the shop owner, a soldier disarmed one of them and the rest fled. The gangster was beaten to death by the public.
