I'm pretty sure OP means SWE is "software engineering" and not Sweden...

In places where the employer directly deducts taxes/social security and transfers them to the authorities, they might ask one of the employers if they're the "primary employer" or tell them that they need to contribute less because 2 other companies are also paying into the fund for the employee... at that point the jig could be up.

I wonder where OP works, and if he's wearing some nice Dunning-Kruger glasses...