This achievement requires you to steal 9 paintings on Day 1 in order to be able to trade them during Day 2. The number of paintings available in the gallery is randomized and fluctuates anywhere between 6-9 on a given play through, so several restarts may be necessary. This does NOT seem to be affected by difficulty, so use Normal if you are just going for this achievement. As always, bring an OVE9000 Saw if attempting a loud Day 1 in order to cut through the security bars that appear over the paintings.
The achievement should pop after the 9th bag is thrown through the train roof in Day 2.
Although I do not use it, I have been told that by using the HoxHud add-on, you will be able to see the potential loot in the map as soon as you load it. This should make it easier to know if you should restart Day 1 to ensure that 9 paintings appear without having to run through the entire gallery.