No, you don't.
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.
You may also find this User Tip on Viruses, Trojan Detection and Removal, as well as general Internet Security and Privacy, useful: The User Tip seeks to offer guidance on the main security threats and how to avoid them.