That is odd as well as technically incorrect PAYE procedure. If they are paying you gross, you need to get that in writing from them. You should then write to the tax office and inform them of the situation and that the payment needs to be spread over the tax years concerned citing the links I gave you.
Sorry, I should have been more specific. Tax will be deducted at source but all at the rate for tax year 2014/15. I won't know if the tax is right until I complete my tax return in a years time.