NO !!
No the headsets stay with the aircraft. If you are coming as an SO unfourtunately you won't get ANR headsets yet !!
Oh and you don't have to buy a headset either.
So no need for your own head set.
You got to clean the headset of hair gel and the mike of spittle, as part of your pre-flight though. Nasty stuff !
Welcome aboard if you are a new hire.
FG