Do I need training to be an executive protection specialist / bodyguard?
Yes, especially if you are new to the security profession. Many agencies provides training, however ensure your training is appropriate. Avoid flashy and kinetic training schools which focus on tactical and weapons training unless you are working overseas in a high-threat, combat area; as you will learn this is the type of action which you should be trying to avoid at all costs.
See  Lasorsa bodyguard training