Yellow, Red and Green

My office is in EC4, in the City of London, but I have never noticed this building before. My normal gym was closed this week due to flooding, so I needed to use a different branch.

On my way there today, I stumbled onto this interesting tableau.

On the corner of Canon Street and Godliman Street in The City, it has a canopy that reminded me of a building from my home town: the Sydney Opera House.

There was a "City of London" logo on the window but I'm still not sure exactly what this building is.

Does anyone know?