Is it possible to use multiple layers of anti-spam filtering Exchange 2013?

Hello.

I have an on-premise Exchange 2013 (all roles on the one server) used in conjunction with McAfee's cloud based email protection (anti-spam and anti-malware) product. All mail goes to McAfee in the cloud and then is cleaned and delivered on premise.

My question is, would there be any harm in also enabling the anti-spam features on the Exchange server itself?

The reason we are considering this is because we would like to utilize some of the Sender Filtering available on Exchange anti-spam, which is not an option on McAfee.

Specifically the ability to filter SMTP FROM values.

Any feedback or help would be very appreciated.

Thank-you

Fred Weymouth