And some call it "Conflict of Interest" when you work in similar industry, but two jobs are allowed and you are free to take any job, if you think your employer doesn't like it then don't start spreading it around that you have a second job.
Legally they cannot do anything with you, however it will be a starting point to be in their radar, I am not saying all employers are like that, but some are and usually its not the employer its the Manager/Supervisor who has the problem. That's why they often say, "People Quit their Manager not their Employer".
Good Luck!