When your employer had the work-related services set up on your phone, was it a matter where you did the configuration changes yourself; or did you just hand your phone over, let them do what they wanted, and then picked up your phone when they were done with it later?
If the latter, I'm not saying they did or did not do anything more invasive, but once you give anyone physical possession of your phone, along with complete access to install anything they want, at that point there's nothing you can really do to determine just exactly was done to your phone. Really good spyware/malware does not reveal itself very easily, nor will be easily removable so consumer level anti-virus/anti-malware utilities are only going to give you a relatively low level of actual protection. Odds are nothing is going on, but the fact that your employer doesn't want to have your work-related accounts removed in-house (to document it's been done) is a little odd. A lot of places will have security procedures to follow for exiting staff.