A vault is like a safe-deposit box in the bank. So it could mean I hold a lot (of money/valuable items).

I think I would be a bit suspicious if someone who said that - he sounds like a bit of a creep trying to imply he has 'hidden strengths'!

It could also mean: (1) There is a lot you don't know about me. or (2) I can do some things to impress you more than I already have.

Context?