No.
You don't need semicolons when defining a function like that.
However, if you define a function like this:
var test = function (o) {
}
It's not strictly necessary, but you may want to use them, especially if you put the function on one line.
The first way defines a function, but the second way assigns a function to a variable, and thus is a statement. Most statements are semicolon delimited. Defining functions could be considered a common counterexample, as not many people do use them.