My Citibank credit card pulls in my Chase deposit account details using my Chase login and password (I assume using Plaid under the hood). Perhaps something similar between unemployment systems and your bank, as the bank has already done all of the hard KYC work. They’ve got your PII (including SSN), and your account numbers. Use SSN as the key (I know, I know, we need to get away from the SSN as a citizen ID, baby steps) between the two. You also get to piggyback on 2FA/MFA systems banks have in place.