They need the HMRC Tax Office handling the Employers PAYE Scheme.
The PAYE Tax reference should appear on the payslips.
Under Tax Ref it'll look something like this:-
267/AB1234
The first 3 numbers before the forward slash are for the specific HMRC tax office that deals with your employers PAYE scheme.
The digits after the forward slash is the employers specific PAYE ref. If it's not shown on the payslip contact the employers payroll dept and they will tell you.
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