Anyone can "say" they know how to do something. Certifications prove that you know the basic concepts of the subject their in.
Certifications prove to current and future employers that you do KNOW the subject well enough to pass the exam.
So, while you don't HAVE to have a certification it does benefit you widely in your current job and the next. Lets face it i can walk up to a employer and tell them i'm a Microsoft Guru and a Excellent Pole dancer.. doesn't mean they are going to believe me.