No, you don't. But let's consider what the word of God says; Jesus states in Matthew 28:19-20, "Go ye therefore, and teach all nations, baptizing them in the name of the Father, and of the Son, and of the Holy Ghost teaching them all things whatsoever I have commanded you"...note that Jesus' command to: "to teach new converts is given twice, once before baptizing them, and then again after baptizing them. This is logical and reasonable.

Before being baptized, new converts need to receive sufficient teaching to enable them to understand for themselves the nature and purpose of the ordinance to which they are required to submit themselves. After being baptized, they need to continue to receive further, more thorough and extensive teaching, in order that they may become strong, intelligent, responsible Christians. Thus, we see that, according to Christ's commandment, teaching must precede and follow Baptism?

The next condition to observe for Christian Baptism is in Acts 2:37-38 which records the reaction of the Jewish multitude to Peter's sermon on the day of Pentecost, and the instructions which Peter thereafter gave them: "Now when they heard this, they were pricked in their heart, and he said to Peter and to the rest of the apostles, men and brethren, what shall we do"?

 "Then Peter said unto them, repent, and be baptized everyone of you in the name of Jesus Christ for the remission of sin, and he shall receive the gift of the Holy Ghost".

To answer the question "what shall we do?" The apostle Peter gives two clear and definite commands: first, repent; then be baptized. Repentance must come first, before Baptism. Thereafter, Baptism is the outward seal, or assurance, of the inward change that has already been produced by repentance.

We can summarize the grounds upon which the Christian believer at his Baptism may answer to God for his conduct with a good conscience. First, such a believer has humbly acknowledged his sins; second, he has confessed his faith in the death and Resurrection of Christ as the necessary propitiation (appeasing) for his sins; third, by the outward act of obedience in being Baptized he is completing the final requirement of God needed to give him the scriptural assurance of salvation, having met all of God's requirement for salvation, he is able to answer God with a good conscience.

Baptism is a right of identification and not for salvation. Case in point is the criminal on the cross with Jesus; he wasn't baptized but went to heaven. Bottom line, if you are forgiven of your sins and have become a new person as a result of letting Jesus in your heart, there would be no reason for you to not follow Jesus' commands, for your own good and spiritual health.