Depends on the strength and focus of the EM field in question. EM radiation is typically considered benign.... we live in a giant EM field already, remember. electrical cords, outlets, cell phones, computers...all of these things contribute to the ambient EM background level. Focused EM radiation, as in cell phones and such, can affect biological systems more, but the manner in which EM affects us can vary greatly. Ever see "Ghost Hunters?" The schtick they do about poorly insulated wiring in some homes is actually true -- the feelings of dread or being watched in your basement really can be caused by stray EM radiation from lousy wiring.
Concurrently, your tank already gets a healthy dose of EM on a daily basis. How many of us have a heater, a couple of powerheads, and a skimmer pump sitting in the tank water right now? How many more of us have a snarl of cables and power cords draped haphazardly behind the tank...out of sight, out of mind, so to speak?? All those things work to create an EM field that may be picked up by our tank inhabitants.
This is a completely unscientific guestimation, but I suspect that it would take a pretty powerful and focused EM field to signifigantly affect the tank. I also imagine that you would see a problem with corals before you had any issues with fish. If I were you, I would find out how powerful an EM field the security people use, and go from there.