You can run Linux in a VM and the performance is actually very good, as long as you don't use shared volumes between the guest and host, which slows it way down, and as long as you use a fast hypervisor. That's what I did when they forced me off of Linux and onto Windows, I ran Linux in a VM and they're fine with it because they can still monitor you from the Windows side.
If you're setting up a Linux VM and they give you a license for Parallels or VMware, you can choose Mac and install your Linux VM on that. Otherwise, Hyper-V on Windows will give you the best performance for a Linux VM.