Your case is common in the corporate world, it is usually described as corporate MiTM. When you connect to the Internet from inside your network, you're likely connecting to a gateway/router the belongs to your company first. That router can simply hand you public key in a "fake" certificate whenever you connect to an SSL-enabled site and fool your browser into thinking it is the real website. Thus, making your SSL connection completely transparent.
Of course, when that happens, your browser should give you a warning that you're being handed a fake certificate. BUT, in a cooperate environment, you're likely given a company-owned computer and/or connecting to the company's Domain Controller, which gives the sysadmins enough access to install the company's fake certificate to the trusted root certificate store in your computer, which will suppress the browser's warnings.
Removing the certificate will likely disconnect you from other company services (the mail server, intranet websites, etc.). However, using an addon called Certificate Patrol, you'll be at least notified when that happens (somebody MiTMing your SSL connection), but it can't do anything about the attack.
You could VPN/SSH to your home network and use that to connect to the Internet, but chances are that they intercept that as well. There's really nothing you can do about it. They give you the Internet access, they can do whatever they want.
Bottom line is: Do work stuff at work, and personal stuff outside