Despite the Manhattan skyline, this was (if you know what to look for) clearly shot on the roof of M-UK's Arundel House base. The white (ish) building in the background of the second panel is the hotel-cum-office block on the opposite side of Arundel Street (at the time of writing, the site is empty and about to be demolished). If "Christine" was to look to her right, she'd see the Thames and LWT's (now ITV's) South Bank studios.
Who's playing Christine? Who is that masked man? Is that bulge enhanced? We don't know.