The regional Tax Office (Belastingdienst) is located close to the Leiden railway station by the roundabout, and is open between 8.30 and 17.00. You have to register here as well and you will get your social security/ tax number (SOFI-nummer). Without this number you will not get your salary.
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Note that if you are a foreign post-doc, you may be entitled to the so-called `30% rule', meaning that you pay 30% less tax. This is a measure to make it more attractive for foreign specialists to come work in Holland. Your employer needs to support your application for this exemption, and the University normally does. Please check with P&O.