In theory, you probably could. But if the IT team at your job is worth the money, they probably don't give you the rights to install anything on the machine. If they actually gave you admin rights, the network team might block known VPN IP addresses from connecting to the corporate network. If you use Citrix, do you actually have to use your work computer to access it? You can probably download the Citrix client to your personal machine and work from it.
It depends on what you need it for. I just need VPN for torrenting. So I just look for speed, price, and if they don't keep log files. I currently use AirVPN 'cause they meet all three for me.
For example, Netflix is starting to get hip about users watching content on VPN so they're starting to block certain IPs from certain companies. If you need VPN to watch Netflix, you'd have to pick a company that's not blocked by them, and whether the company keeps logs or not may not matter to you.
Me personally I stay away from NordVPN and other companies that are advertised 24/7 because they definitely keep logs and companies are most likely already hip to their IP addresses