Dan Price has written an article that I will suggest should be required reading for anyone who uses an employer’s computer(s). 5 Ways Your Security Is at Risk in the Office at http://www.makeuseof.com/tag/ways-security-at-risk-office outlines some risks you should be thinking about.
I especially agree with a recommendation near the end of the article: “don’t keep any personal data on your employer’s network.”
Again, the article is available at: http://www.makeuseof.com/tag/ways-security-at-risk-office.