I mean, if you need an all-up system and you’re stuck on windows… virtualbox still works great afaik. You’ll probably need to fiddle with settings to get stuff like PCIe passthrough working for GPGPU workloads, but afaik it’s quite doable. Sure, there’s a bit of slowdown, but if IT straight up doesn’t let you use another OS on the bare metal… that’s probably the best you’re gonna be able to do.
Or, if you’re sick of the perf hit you get running docker crap on non-linux hosts, you can pick up a used SFF/USFF box from eBay and set that up as a remote docker host for executing stuff there. You might also have to set up your “offload box” to tunnel through your work machine if your projects are hitting internally hosted repos and resources, but you can get it to work if you fool around with it enough.