As Chris.L said: HFS+ (like almost all disk formats) does not include any encryption. So you have two options:
1) Use FileVault that encrypts your home folder (but nothing else)
2) Go with one of the third-party whole-disk-encryption products
Note that the standards that your company might set might require whole-disk-encryption. They often do this because otherwise you have to figure out all the places a sensitive file *might* have been placed (think temp files, caches, etc...), and this becomes a nightmare when a computer with sensitive information goes missing. Unless you can certify that everything sensitive is inaccessible then you have to go through the very expensive reporting procedures.