Just because you had no tax liability last year, is absolutely no guarantee whatsoever that you won't have a tax liability this year. If your taxable income will be more than $6200 for 2015, you will most likely have a tax liability and if not, will have to file a tax return to prove that you don't if you have more than $6200 of taxable income.
Understand that claiming exempt on the W-4 does not in any way preclude your legal requirement to file a tax return. If you end up owing tax and none has been withheld, the fines and penalties can financially devastate you.
