It's entirely possible that your employer has set up their network in such a way that all traffic passing through it is logged and may be reviewed monitored. Depending on the sophistication of the implementation, it's possible for your employer to capture even SSL/TLS encrypted web pages and connections (and if your bank doesn't use encryption... find a new bank tomorrow.) Without knowing the particulars of your employer's setup it's impossible to say if/how it could be circumvented.
Which brings up an important point: bypassing your employer's monitoring system, for any reason at all, without their consent would be undermining the will of the network's owner. Granted, your example of visiting your bank's website is innocuous but to do so after bypassing the network monitor would still be a trespass against the network, not to mention likely to be a fire-able offense.
For these reasons we (Bleeping Computer) cannot help to bypass the monitoring on your employer's network. I refer you to the Board Rules
which state, in part,
No subject matter will be allowed whose purpose is to defeat existing copyright or security measures.