- Talk to Vex in the Thieves Guild HQ about sweep jobs
- Head to the target and steal the items she names
- Return them to Vex for a reward
After joining the Thieves Guild, Vex will tell you that she handles all the burglary, shill, sweep and heist jobs. Ask her for a sweep job and she will inform you that one of Skyrim’s citizens has three items that the guild covets.
Head to the specified location, steal the items and return them to Vex for a leveled reward of gold.
Getting jailed in any town will fail the quest.