I do not have experience with this but one problem I foresee is keeping job A and job B separate. To some extent you may be expected to bring tasks from your salaried job home with you, if not physically at least mentally. Some people are completely fine with working 8 hours and then not thinking about their work again until 8am, but since you are looking for additional work I imagine that you do take your work home with you. If you are unable (or unwilling) to do this anymore, your productivity will drop, fellow colleagues will know that you started a second job and word will get around that you are slacking at job A so you can get your work done for job B.
Also, you would need to be careful what you do for your second job during the times when you are at your salaried job. This could be anything from taking a phone call, replying to an email, using CADD software, using company owned reference material or codes, etc.
Personally I would rather put more effort into my current job and advance, then try to juggle an additional job. Just my two cents.