No. Anti-malware software is really not required for OS X at this time.
Helpful Links Regarding Malware Protection
An excellent link to read is Tom Reed's Mac Malware Guide.
Also, visit The XLab FAQs and read Detecting and avoiding malware and spyware.
See these Apple articles:
If you require anti-virus protection I recommend using ClamXav.
Have a look at this Informative Discussion
In General 3rd Party AV Software is Not Required as Mac OS X tends to look after itself.
To keep your Mac Happy...
Have a look here...
More Info Here > The myth of the dirty Mac
Short answer - NO.
Mac OS X is very secure plus there are no known viruses in the wild that infect Macs. If you feel you absolutely must have AV protection, the most recommended around here is the free download from the Mac App Store, ClamXAV. Absolutely DO NOT buy Norton or McAfee, they damage Mac OS X and are very hard to uninstall.
Do not fall for the popup ads for MacKeeper - another damaging and hard to remove piece of software.