Explore the exterior of Cairo

The first time you get out of the Cairo Station and are outside killing the flying, "Ranger" Elites, there is a slope directly in front of the door, right before the drop. You have to jump up to get to it, but once you get up there you can jump over to the In Amber Clad and from there you can get to the other side of the station. You can even explore the MAC gun from the other side, the side that's not part of the level.