It is not necessary unless you are passing PC email and/or applications from your Mac to friends with PCs. In this case you may wish to use anti-malware software to check your email.
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 Thomas Reed recommends using Dr.Web Light from the App Store. It's free, and since it's from the App Store, it won't destabilize the system. If you prefer one of the better known commercial products, then Thomas recommends using Sophos.(Thank you to Thomas Reed for these recommendations.) If you already use Sophos, then be aware of this if you are using Mavericks: OS X Mavericks- Sophos Anti-Virus on-access scanner versions 8.0 - 9.1 may cause unexpected restarts
From user Joe Bailey comes this equally useful advice:
The facts are:
1. There is no anti-malware software that can detect 100% of the malware out there.
2. There is no anti-malware that can detect anything targeting the Mac because there
is no Mac malware in the wild, and therefore, no "signatures" to detect.
3. The very best way to prevent the most attacks is for you as the user to be aware that
the most successful malware attacks rely on very sophisticated social engineering
techniques preying on human avarice, ****, and fear.
4. Internet popups saying the FBI, NSA, Microsoft, your ISP has detected malware on
your computer is intended to entice you to install their malware thinking it is a
protection against malware.
5. Some of the anti-malware products on the market are worse than the malware
from which they purport to protect you.
6. Be cautious where you go on the internet.
7. Only download anything from sites you know are safe.
8. Avoid links you receive in email, always be suspicious even if you get something
you think is from a friend, but you were not expecting.
9. If there is any question in your mind, then assume it is malware.