It's been a while since I set up email on my phone so I can't remember if that option exists directly. But I've found Outlook.com useful for managing email on Windows Phone despite having my email originally come via a different server with my ISP. So the following might do what you want (though note I'm not set up this way :smile
Setup a Outlook.com account which copies emails from your server (and doesn't delete them from it) - so you will have a duplicate of everything. Make sure to check the option "Leave a copy of messages on the server".
Then sync your Windows Phone to the Outlook.com account - deleting emails from the phone will only affect the copies on Outlook.com.
And keep your office/home PC still syncing emails to your original server.
Although what I do personally is sync my home PC(s) with the Outlook.com account as well using IMAP so changes I make on any PC or phone get duplicated on all the others. So deleting an email on one moves it to the deleted items folder on all of them. And sending a reply on one is again duplicated and kept on all of them. (My ISP email server doesn't handle IMAP, only POP3, so using Outlook.com for this works great for me).
The only downside I have found going via Outlook.com is that there can be a delay between your original server getting an email and then Outlook.com downloading that email before it then goes to your phone. I read it can be up to 30 minutes delay or something like that, so it will depend on whether you get urgent response emails if this is acceptable or not.