My initial thoughts are that is a bad idea in terms of allowing a connection directly to the database, because that means you are allowing connections from the internet to access the database you have at work. That sounds fraught with danger to me, which is why when connecting to our cloud databases we have all sorts of protections in place (virtual networks, encrypted network transfer, wallets for authentication etc).

I would suspect you'll have a lot more luck speaking to your network admins and look at something like remote desktop from your home PC to a work PC, and then access the database that way. It also protects your work place security as well.