The woman, 26, was pronounced dead at the scene below a building in International Way shortly after 5.40pm on Tuesday.
Officers had been called to the location at around 4.30pm to reports of an offence, where the man was arrested and taken into custody.
Just over an hour later it was reported that a woman had fallen from height.
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A Metropolitan Police spokesman said: “Officers at the scene helped provide first aid and called London Ambulance Service to the scene.
“Despite the efforts of emergency services, the woman died a short time later. Her next of kin have been informed.”
London’s Air Ambulance was also in attendance and enquiries into the circumstances of her death are on going.
The spokesperson added: “As is routine in these circumstances, the Met's Directorate of Professional Standards and the Independent Office for Police Conduct have been informed.”