They left a message, it was a male robot voice. Stating they were from an 'Australian Financial Company' that claimed I had "suspicious banking activity" and that they will "come and arrest" me of I don't press "1"...
Seeing it was a voice mail, all that would do is replay the message...
My local branch would contact me (NSW) not some Victorian number. Scam.

I didn't answer, as I had no need for a Victorian number to call me, my guess is a scam of some sort.