Found it here, basically it comes with yet another package pip install azure-mgmt-keyvault and then:

def main():
    client = KeyVaultManagementClient(
        credential=DefaultAzureCredential(),
        subscription_id="00000000-0000-0000-0000-000000000000",
    )

    response = client.vaults.list()
    for item in response:
        print(item)

Source: https://learn.microsoft.com/en-us/rest/api/keyvault/keyvault/vaults/list?view=rest-keyvault-keyvault-2022-07-01&tabs=Python