بسم الله الرحمن الرحيم
If hajj is fardh on you and you perform it while working there then your hajj will be valid. There is no hindrance in doing hajj while working when you take leave for doing hajj.
Yes, if it is mandatory to seek permission from Saudi Government then seek their permission as in doing hajj without taking permission may endanger your life, wealth and dignity which is necessary for a man to protect.
Allah knows Best!
Darul Uloom Deoband