There is no requirement that the secondary of this transformer be grounded. However there are very specific requirements for _ungrounded_ systems (250.21) and ungrounded systems are a bad idea IMHO, prone to causing additional failures once one occurs.
If you specifically want the benefits of ungrounded systems, then IMHO you should use a high impedance grounded system.
If you don't specifically want the benefits of an ungrounded system, then you should ground the secondary of this transformer.
Corner grounding is one option. Another option is to use a 'zig-zag' transformer to generate a neutral and ground that.
-Jon