But surely, for a peace of mind, there is one???
Absolutely no need. There is no need on Android either unless you have rooted your phone AND sideloading hacked APKs! Mobile operating systems are quite different than home desktop computer. But don't worry, getting a virus on WP is impossible without some super hacking and your actual phone. I'm not even sure if hacking the WP OS has been done yet! haha. So you're VERY safe with WP.
Another story is if you use an app that will try to get a copy of all of your contacts, or calendar, or things like that. That's not a virus: it's malware! I don't know if it exists on WP, but it exists on every other OS. But once again, you need to physically download it and accept it to do so. Still, very safe