Just because people do it doesn’t mean you should.
Using a separate SSD and OS might work fine for protecting your data from company monitoring software, but it doesn’t protect company data from your rogue OS. If your company has a dedicated security team, your head will roll when they find out you put the company at risk. And if they don’t, you better hope IT is either apathetic or incompetent.
It’s not worth the risk of losing your job for being a liability. They might not be able to tell future employers why you are no longer employed with them, but “we would not hire {you} again if given the opportunity” speaks for itself.