Call the cops, explain the situation. They send the bomb squad into the bank ahead of time, Jesse Eisinberg walks in. Bomb defused. Wears a wire and a tracking device back to where he's supposed to drop the money off.
nearly every conflict in a movie can easily be solved by an omniscient third person viewer. it doesn't make you clever for noticing it, especially in a movie like this.
Assume you're Eisenber's character and you don't know you've had a bomb strapped to you by a couple of morons. wouldn't you assume you're being followed or tracked (and hey, he was!) or that there is perhaps a tracking device in vest. you walk into a police station or talk or meet with cops and BOOM. and hey, guess what? Eisenberg's character was an idiot fvck-up. its not bad writing that the main character didn't think of what you, the viewer, did.
There are so many things here where you just don't know. They could have tapped his phone, they could know him personally. How does he know? All he knew at the time is that they had money masks and that they strapped a real bomb on him, I wouldn't risk making the call.
I would just go underground or find a all metal room where no signal can penetrate, just go somewhere were your phone usually loses all signal so the bomb can't be activated remotely, and get help from someone while staing off signal, even if they see the cops coming, they can't do *beep* *beep* i'd stay in my works elevator which is basically a metal cage where no type of wireless communication works.