The first sentence doesn't make sense to me. I would use the second.
These sentences both use "causative have" - "have someone do something" is similar inform and meaning to "make someone do something".
The difference may become clearer if we change "have" to "make" and also turn the sentences into declarations:
- They make me working in the company 9 hours a day.
- They make me work in the company 9 hours a day.
The second sentence fits what I think you mean. The first may be grammatically correct, but I don't see what it means and why anyone would use it; if the sentence is supposed to be in present progresive, it should use "They are making me work..." instead.
If I'm missing the point, please reply and explain.
Note that it may make more sense with past progressive instead: "they had me working 9 hours a day" means that, for a specific period in the past, you were forced to work 9 hours a day. I think the difference is that this period has started and has ended, unlike the present progressive which does not imply the end of the described action.