Not sure in which country you're located, but I did similar in Australia (Post Graduate Certificate at the same time as a Masters-level program) as I wanted to accelerate completion of the Masters-level program.
My "main school" for the Masters-level program had no concern with the fact I'd be concurrently enrolled and I did make that quite clear. 2 years later, when I sought to concurrently enrol in a higher level program (Grad Dip) they put me through some additional steps but ultimately permitted it.
Basically, ask your "home school" if they have a policy against concurrent enrollment before you do anything else.