S01E03 @ 34:18min.
It's Townsend Harris Hall. I couldn't believe I could recognize it out of the blue. I had to check it with the real photo bit by bit. I thought it was just a look alike building by perhaps the same architect, but I am definitely convinced now. I did have one class in that hall last year. Too bad the show only lasted 8 episodes. The second "popular" show after POI that obviously used NYC public locations instead of fake scenes from studios for shooting.
There's a Chinatown scene where they have fire trucks and police vehicles swarming at one spot...come to think of it, I do recall seeing such activities at the same location before, perhaps it was the film making instead of a real incident. I think I actually thought it was a real police ransack because they did have 介紹所 in that area. I'm not going to cut that scene (S01E06) because it's not that relevant.
Nevertheless, the better and more interesting story has been picked up by another TV series: Forever.