A good guide would be to ask yourself WHO the phrase "an ex-employee of your company" is referring to. Answer: "I". Next, are you currently still an ex-employee (meaning that you are currently not paid by your ex-company for any work performed)? Answer: Yes.
In this case, you should use the present tense "am" to describe your current state to someone else who is a current employee of your previous company.
"I am an ex-employee of your company."
Just as a side discussion: When do we use the past tense? (1) Somehow, circumstances have led you back to your previous company for employment, and you are not considered an ex-employee anymore. (2) Perhaps you are describing someone who left his or her ex-company and is not longer alive. Example: John was an ex-employee of your company.
Reference URL: https://www.modernghana.com/news/854759/i-am-an-ex-convict-accept-me-the-role-of-the-society-in-re.html
This is a news article from Ghana. The title states "I Am An Ex-Convict, Accept Me." Again, we are referring to people who are ex-convicts, are released from prison and still alive to share their stories.
I hope this helps you.