Payroll taxes

Hello.  I am a remote employee for a company headquartered in Chicago, IL.  I reside in Philadelphia, PA, but my position requires me to work in Washington DC.  I'm recently () effective September 1stbegan subletting an apartment in Washington DC, and I want to still have my lived in and worked in status as PA, but my employer is stating that I need to have my lived in state be Washington, DC and have Washington, DC withholdings.  I really want to keep both my lived in and worked in status as PA.  Is this possible?  

 

Kyra Vaughn