Applying to a lab as a post-doc; I am peer-reviewing their work
If you have previously peer-reviewed their work, you are obligated keep that information confidential unless the journal policy says otherwise.  If your potential employer somehow finds out you reviewed their work, they will know you did the right thing.

If you are currently reviewing their work and applying for a job with them, you should stop reviewing and contact the editor.  Tell the editor you now have a conflict of interest and cannot continue reviewing.