Learn Swedish: De måste kontrollera säkerheten på jobbet.

It is built from the adjective säker (safe or secure) plus the suffix -het, which turns it into the noun säkerhet (safety or security). Nouns ending in -het are predictably en-words. To make it definite (the security), you just add the standard en-word ending -en, giving us säkerheten.

Does kontrollera mean control or check?

It can mean both, but in Swedish, kontrollera is very frequently used to mean check, verify, or inspect. In this sentence, they are checking or inspecting the safety, which is much more natural here than controlling.

Why do we use på for at work?

The preposition på is the standard choice in Swedish for indicating physical presence at a workplace or a public institution. You say på jobbet (at work) just like you would say på kontoret (at the office) or på banken (at the bank).

Why is there no att before kontrollera?

Because måste is a modal verb. In Swedish, just like in English, modal verbs are followed directly by the infinitive form of the main verb without the word att (to). This is why it is måste kontrollera rather than måste att kontrollera.