It's becoming more and more popular, shouldn't give you any problems at all.
The biggest issue really is security. Any I've ever received have been in password protected PDF's, which helps, but this can be very easily broken tbh. Ask the company what security will be used (directly), what advice they have for employees for additional security (indirectly - e.g. only saving it to secure locations, password protected directories, etc. etc.) and you shouldn't have any problems.