You really need to talk to a workmate lyour trust. Trying to sidesstep yuour companies Internet policy is not a good idea.
A trusted workmatre might tell you if the company does not enforce or monitor the policy. Many Internet Servie Providers will give you a connection that is secure and not available to your companies inspection, unless you have already consented to such a thing.
Depending on the kind of work you do, you may be able to do ssome, if not all, lyou work offline. When at a public Wi-Fi, yhou can use a firewall to prevent others from looking intoyour computer. Or, just use another computer when travelling. Make it a bare machine tghat has no personal information or files used in your work. Also, in windows you can password protect a directory to make it hard for an intgrutder to see yuour work. Other OS has similar features.
If you need to send afile over the Intgernet, consider using a secure cloud servier. Most of theres can used anywhere in the world if you have the password for lyour private cloud service.
Here is a recent news item about Clloud service on the Internet.
How do cloud services platforms compare?This includes Azure’s heavy investing into big data, while also taking steps to ensure that its users are able to develop on whichever infrastructure suits them best. If you think Microsoft Azure isn’t on board with Docker, think again. In particular, Microsoft Azure has also made strides within the open source community, releasing a certification for Linux on Azure in late 2015.
Whenever you conect to a cloud service, theconnection is secure and hard to intercept. Even if the Wi-Fi has been compromised, the transmission is encryted when connected to a good cloud service.
IMO, a good cloud service is your best option to protect your privacy in a resonable way.