What's professional is defined by the context. It would not be professional to wear developer clothes or keep developer times as a bank executive.

In neither context are sexual jokes considered professional. Actually, generally speaking you can be held personally liable for creating a hostile work environment if one of your colleagues if offended by your jokes and you keep making them (assuming you aren't fired for the behavior first). And in case you're hoping that eventually sexual jokes will be permitted, the arrow of history is pointing the opposite direction on that one. Workplace practices and laws used to be much more permissive of sexual conduct ("misconduct" as we would call it today) than they are now.