It's thought he entered the BT Offices at Exebridge House.
The police helicopter circled above St Thomas for more than an hour last night (Sunday 17th June).
Officers were called to the BT offices at Exebridge House to reports of an intruder who had damaged a door and entered the building.
They carried out a "systematic search" of the building, but did not find the man.
Police say their enquiries are continuing.
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