You may request your own attorney during a corporate investigation. Your company does not have to allow for one.  A lawyer is not required, and a company has a right to deny the access of an attorney during an internal investigation.  Contacting a lawyer is always a good idea in these situations to receive advice about whether to participate in the internal investigation.  For example, if you are accused of committing a crime, it may be better to lose your job than to make statements that could be used against you in a criminal case.
Also, even if the corporation ultimately denies full access to the attorney, they may be more willing to engage in negotiations with them on your behalf.