Traditionally you never needed to run an anti virus or use anti malware software while running Linux. According to the Kaspersky blog: https://securelist.com/blog/research/67962/the-penquin-turla-2/ malware has been spotted.
Up until this time, Turla has only been spotted on Windows PC's, but now there is a Linux variant. I am not going to try and explain what it is and what it does, rather read the article above.
As Linux grows in popularity, it will grow as a viable target for malware and virus creators. Hopefully security experts will help to keep Linux a secure operating system.
Don't panic yet, Linux is still much more secure than any version of Windows ;)