Why are you upset?
So you want him to stop copying your code. Why?
Told him about plagiarism
So you're offended that you're not getting credit?
I really respect company which I work for. I'm living in a good way because of the payments I get from that company. The code belongs to their product which is their main source of income. Many have struggled for that. Obviously, if some one tries to do bad on some thing which I like and respect it hurts me.
It's a sense of honor toward the company?
The first thing to decide is what part of this bothers you. Is it the company code? The personal code? The lack of credit? The potential harm to the company? Without understanding that portion, any suggestion will fall flat because it won't resolve the underlying source of your hurt.
Don't Bite Off More than You Can Chew
You say, "He can even lose his job and I don't want to do that." If you can't live with him losing his job, then you have to ignore the problem. You can control whether you tell or not, but you cannot control the consequences. He reaps what he sows. So do you.
Removal from Stack Overflow
If the code is your personal code, and you can show it, then feel free to flag the posts in Stack Overflow for moderator attention. Since this site licenses all answers under a Creative Commons license, if it stays up and is good code, it will spread. Best to prevent that by taking action now to get it removed, rather than later.
Discussion with your Coworker
If you go the above route, your coworker will likely notice (his reputation would probably change and/or he would get a friendly reminder not to plagiarize code). You may want to discuss it with him first and say, "Hey, I saw you using my code on Stack Overflow -- I'm glad you think it's good enough to help people out with, but without any attribution I lose ownership of my property, and I'm not too happy with that. I'd appreciate it if you take it down."
The Nuclear Option
For the company code portion, I would not get involved directly (in the sense of bringing it up to anyone face to face). It will just end poorly for you. An anonymous gmail address sent to a manager with details on where the company code is posted, and how to confirm it is the company's code would probably get the message across without having to get involved personally.
If you do go this route, don't mention anything about the Stack Overflow to him (especially if it's company code on Stack Overflow). He will know it's you.