No. I wouldn't kill a Jew. Many Christians risked their lives (and even gave their lives) to shelter, protect, and rescue Jews during WWII. Your hypothetical situation puts me ("Imagine you are...") as a German police officer. I would think the only moral choice would be desertion, even at the risk of execution.

Imagine you are a German police officer at the beginning of WWII. You are driven to a small town before dawn and ordered to clear it of Jews. You know that if you don't kill these people, your fellow police will have to do your share of the killing. You see your friends throwing up at the thought of the task at hand. One runs into the forest screaming. So tell me, what do you think you'd have done in this circumstance?