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It's Canary Wharf underground station in London, UK, on the Jubilee line.
People who go there everyday on their way to work posted about it just after the trailer for Rogue One was released. (Many Star Wars fans visited it in summer 2016, during Star Wars Celebration Europe III which was held 10 mins away on the DLR)
BTW. The location of the Imperial Security Bureau building in Andor is within walking distance, on the other side of the One Canada Square building. next to the Canary Wharf station on the Elizabeth Line. BTW 2. Several other Coruscant locations in Andor are also in London, in the brutalist Barbican Centre.