That's up to you. I would assume that - for most people - your life is significantly more important than your job. (Maybe if you're a nuclear power plant operator and your plant is about to experience catastrophic meltdown, and you are the only person who can stop it by doing something that would kill you - or you could run away and live, *THEN* your job would likely be more important than your life. But that's subjective, and a made-up absolutist scenario.)
But, the other question is, would NOT carrying a gun GUARANTEE your death? No, no it would not (unless you're in the military in a position that you directly and often go into a position to kill enemies that are armed and trying to kill you.) So it's not actually a question of "your life or your job", it's a question of "the risk of personal injury or death or your job." Has anyone else at your job been killed on the job, or travelling to or from the job, in the past? If not, then it's not even MUCH of a risk.
So it's really, "your principles on the stance of personal gun ownership or your job."
And that decision is entirely up to you to decide. If you can readily get a different job that can support your lifestyle that DOES allow you to carry your gun, then do so. If it would require a significant adjustment in your lifestyle (moving to another state, accepting a large pay cut, working hours that are severely detrimental to your personal life,) then you really have to decide how important your principles on personal gun ownership are.
Right now, I work in the downtown of a large-ish city. I live in a safe neighborhood. I can bike commute, commute by bus, or drive. All through safe neighborhoods. My employer presently "doesn't bar" carrying a concealed weapon, legally permitted. Mostly because I'm sure the legal department just never thought about it. If something were to happen and my employer changed their policy to disallow guns, I would stop carrying. I enjoy this company, I enjoy my actual work, I am paid sufficiently to cover my family's lifestyle, I have good opportunities for advancement. The job market for my sector, in this area, still isn't that great.
In some states, being in a location with a gun knowing that guns are prohibited is trespassing. Period. No warning needed beforehand, no "give them a chance to leave". If you know your'e not supposed to have one, it's trespassing. And most states have "if you commit a crime with a gun, it becomes a felony," laws (which I think are stupid, but they're there - punish the act that is wrong, not behavior,) therefore you are committing a felony.
