I've had calls from my bank's fraud prevention department and, for me, they go down like this:
* A call comes in from a number I don't recognize, it goes to voicemail.
* The voicemail message says "This is the fraud prevention department at $BANK, please call us back at $NUMBER"
* I pull out my physical card, call the number on the back (which does not match $NUMBER). I go through the menu tree to get the fraud department and ask if the call was legit.
Interestingly enough, at some point the bank modified the menu system so that when you enter your card and the fraud department has called you they'll bypass the menu completely and transfer the call right to that department. Clearly I'm not the only one that does this and they don't necessarily want to discourage this behaviour.
* A call comes in from a number I don't recognize, it goes to voicemail.
* The voicemail message says "This is the fraud prevention department at $BANK, please call us back at $NUMBER"
* I pull out my physical card, call the number on the back (which does not match $NUMBER). I go through the menu tree to get the fraud department and ask if the call was legit.
Interestingly enough, at some point the bank modified the menu system so that when you enter your card and the fraud department has called you they'll bypass the menu completely and transfer the call right to that department. Clearly I'm not the only one that does this and they don't necessarily want to discourage this behaviour.