Technically yes you "can," as it's easy to do on any smartphone or iPad, for example. What you're really asking, however, is SHOULD you.
I would emphatically advocate that you 1) become aware of any company policy explicitly forbidding such behavior and 2) know your state laws. If you're talking via telephone to an investigator who is out-of-state (i.e., at a corporate office or another facility), then you need to know where they are physically located as well. You'd be dealing with multiple states' laws in that situation.
Why is location important? Some states require that all parties have to agree to a conversation consent to being recorded, whereas others require that only one party consents (even if that person is you, the one doing the recording).
There are currently 12 states (California, Connecticut, Florida, Illinois, Maryland, Massachusetts, Michigan, Montana, Nevada, New Hampshire, Pennsylvania and Washington) that are two-party consent states. Often, company policies forbid all surreptitious recording on company property or in the course of company business; this may be much more restrictive than state law, and you could end up losing your job for violating company policy, if caught. Be smart about your choice.
As an alternative to surreptitious recording, you might try thoroughly documenting your conversation right after it ends. (Doing so during the meeting is perceived as hostile. It's also hard to answer the interviewer questions and document the conversation.) Focus on your performance instead. Get as much as the conversation verbatim while it's fresh in your memory. Or ask the investigator for a copy of their notes, if s/he'll supply them. Most won't, but it's worth a shot!