The risk to the employer is perhaps some fine which they can afford, but to you, it may be a lot more serious. It is against the law after all! Think about it.
I would suggest you hire an attorney and do the transfer yourself. Your employer only needs to provide some documents to prove your employment then. Also, you may want to talk with your employer first; per employment law, they really have the responsibility to make sure you are legally eligible to work for them.