Careful with this one. In the US, while most states "one party notification states" and operate as you describe:
> Eleven (11) states require the consent of everybody involved in a conversation or phone call before the conversation can be recorded. Those states are: California, Delaware, Florida, Illinois, Maryland, Massachusetts, Montana, Nevada, New Hampshire, Pennsylvania and Washington.[0]
Recording without all parties' permission in these states is at least a misdemeanor.
I would think that the employees are aware their calls are being recorded if the company announced that to me beforehand. That should be permission enough for me to record the call as well.
If there's a message that says "This call may be recorded..." then I would consider that to be adequate consent for either party to record the call, not just 1 party.
That is, you can't record a call between two other people but you can always record a call that yourself are participating in.