I have never heard of being able to do a personal 401k despite looking for something like this a lot with my previous job. Is it a proper 401k — are there tax advantages benefits to it? Do I have to be self employed?
It's not technically a 401k, but has the same tax advantages. Just be aware that there are limits to your total tax advantaged contributions, so if you're maxing out your work 401k, you'll only be able to add funds via roll over.