Is having personal bank accounts from two different banks prohibited in Saudi Arabia?

I am an expatriate worker here in Saudi Arabia for more than two (2) years now and I wanted to open a personal account to another bank other than the present bank institution where my salary is being forwarded to. One of the requirements is the Salary and Employment Certificate in opening up an account and our company won't issue said certification unless I have a document from my present bank showing the cancellation of my account and our HR also told me that "any employee cannot possess two personal accounts into different bank". Is this true with regards to Saudi Banking Laws?