Sometimes these words can be used interchangeably, but there are some contexts in which both words can't be used. I feel like the word "safety" refers more to perceived well-being of a person or things. It can also refer to the state of a location. For example: I am often concerned about my safety when I walk into this neighborhood. In this context, the speaker is talking about their worry that they will become un-safe or un-well due to the given circumstances. "Security" refers more to the prevention of situations that would make people, things or places un-safe. For example: The banks are always high security locations; there are cameras and guards everywhere! In this context you can see that the speaker is talking about how the place is kept safe by means of the cameras and guards. So, in this situation, you could say that the banks are secure; that is every measure is taken to prevent un-safe situations. It seems complicated, perhaps, but I hope my explanation helps. If anything is unclear, please let me know.