If you have a corporate computer, you shouldn't rely on any expectation of privacy. There's nothing stopping them from installing other monitoring software—screen grabbers, keyloggers, etc.—whenever they please.
That's where something like Tails comes in handy. :)
I don't think Tails would work because a corporate proxy would likely block any outgoing connections. Also most corporate IT policies would probably disallow running something like Tails.
That's working. If it fails secure it's keeping you alive.