Step 1 - Tell them you are not vaccinated even if you are. They cant legally verify it either way.
Step 2 - WFH does not mean you have to remain "home"; have an aunt or uncle in Bumfuk Alaska? Set your personal address there. When questioned, say you moved.
Step 3 - When they ask why you did not get a shot, say you object on religious grounds. The wingnuts in congress passed law after law protecting your right to not have your religion infringed. Satanism or Church of Flying Spaghetti monster are both worthy religions to consider.
The bank MUST provide de minus accommodations for your religious observances. WFH is de minus cause it cost the bank almost nothing and you are WFH effectively right now.
If ANYONE starts probing you with questions like "Gee Bob, I didn't know. how long have you been a Satanist" - this is lawsuit material. Do not be afraid at all to use it. The bank has an anti-retaliation policy too. So if you sue and they retaliate, you can sue them AGAIN.
https://www.eeoc.gov/newsroom/mission-hospital-agrees-pay-89000-settle-eeoc-religious-discrimination-lawsuit
https://www.eeoc.gov/newsroom/frito-lay-settles-eeoc-religious-discrimination-lawsuit
And if all else fails, Step 4 - When they demand you return to office, ask for a relocation package. That's worth a few tho. When they say you moving is not permitted, ask them to quote the policy that says this is true (there isn't one - wfh didn't say you couldn't go some where else...its an emergency situation.)
Chainsaw wants his payday at the expense of your paycheck and fringe benefits.
They are out for blood and chainsaw only cares about his stonk bonus money; he does not give one fuuk about you.
It is high time to let these bstards know how much you appreciate them in return.
Start using these laws to your full advantage people.