For development : No. For publishing (i.e. Android Market) : Yes.
1) Locate the Publishing Settings under PlayerSettings
2) Create a new keystore by selecting a keystore name and password (confirm the password)
3) Select "Create a new key" under Key Alias
4) A new window opens; enter the necessary information.
5) Select the newly created key.
6) Build ( Run); your app is now signed.
n.b. Remember the passwords; they are not stored with the project (for security reasons).