I am working in SK under the provincial nominee program. SInce I work in Lloydminster for 18 months now, which is a border city I have asked if I could work for an employer in Alberta. The answer was, you can but you will have to apply for a new work permit or apply for the Alberta nominee program. You will not be able to get a permanent resident card if you change anyting on your official status.
Now maybe there are people who did it and it worked. That I don't know. I would not take the risk if I were you.