Honestly, it depends. Generally you want to divest, but you would have been an idiot to divest Facebook stock, for example.

If you believe it's a great investment (which you might -- given you work there!) then keep the money in. You might understand the business better than other investors that are not working in the company because you have a better view of the market and/or the stuff that is being worked on. If not, sell and reinvest in a different asset.