I got taxed 40% in my bank job

Hi,

Im in Tier 2 general visa working with nhs and due to apply for my ILR this year , i’ve been doing bank job with a private company but i make sure that I dont exceed more than 20hrs per week. However, when i check for my payslip this month, i got taxed 40% because it says that This is because of the second job? Will it affect my ILR application because they said it is a second job but this is just bank.