Bad security practice - client verification

On a number of occasions I have been contacted by the bank, usually due to credit card transactions or a query I have logged. The bank consultants insist on doing the full identity verification before proceeding with a call initiated by them, and they do not provide a means for me to verify their identity.

It doesn't help to point out that this is exactly what social engineers would do to extract my personal information. Hopefully use of this forum will get the message to the correct person within the bank to take appropriate action and stop the bad practice.

At some point in time the bank has to trust that I have verified phone/email to be contacted on, and simplify any verification checks (a OTP initiated by the bank?).