Venus Golden Chest #1: Follow the Shattered Coast south, and keep an eye out for the stairs towards Ishtar Academy. Drop down into the hole and in the water is the first golden chest.
Venus Golden Chest #2: During the Ishtar Collective mission, when you hit the Respawning Restricted point, you are in the right arena. In the back corner behind an orange trailer is chest two.
Venus Golden Chest #3: During the Scourge of Winter mission, you will eventually come to an open air cave where you get ambushed by Kell's Guards. Up high along a cliff is chest three.
Venus Golden Chest #4: Later during Scourge of Winter, immediately after hitting the Respawning Restricted checkpoint, you will see a large blimp off in the distance. The gold chest is on the bow of the rigid airship.
Venus Golden Chest #5: During the Strike Mission The Nexus, you come to an open area with short stairs to your right. In the cube farm is the final golden treasure chest.