If they began recording your statements before informing you of the call being recorded, then you could argue that part of your conversation was recorded without consent.
Informing you that the call is being recorded implies consent if you proceed with the call.
If they began recording the conversation at the moment right before informing of you of recording, then this is likely a legal implementation of recording a phone call.
However, if you were to have spoken simultaneously during their statement that the call is being recorded and that was recorded, you could argue that you did not grant consent to them recording that statement. Also, because you interrupted their statement that the call is being recorded, you could argue that you did not grant consent because you were speaking while being issued this statement, which implies that you did not properly receive their statement its in entirety.
Basically, it's probably completely fine that they are recording these phone calls when stating that they are doing so. However, there are ways to argue against it if you ever had to in a court of law.