Getting Cold-Called

Had dialogue with a few members at a specific bank group over the past few weeks. Just filled out an application for a role on their website. Check my phone and there's a missed call and voicemail from a junior member at the group who I have had no prior contact with. Does this seem a bit strange not emailing and calling out of the blue without setting up a time? Do you think this might be a feel me out or a full blown phone interview (behavioral/technical)?

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