Hacking of financial accounts happens, and it does not require access to your computer, either physically or via malware. Although there is Mac malware, there's none that you are likely to be infected with at the moment. See my Mac Malware Guide. Most likely that answer was simply a catch-all answer from someone used to dealing with Windows machines.
However, if you really want to run a scan, use ClamXav. If it finds any malware, post the details here before panicking... most likely, it's just Windows malware attached to an e-mail message or something. (If it's actually Mac malware, the name of the malware will include the text "OSX".) Also, note that you should not let any anti-virus software delete e-mail messages, if they are infected, as that will corrupt the mailbox containing the message.