There are lots of different ways to talk about a person's job. Here's an explanation of when to use some of them:

• "at work" - use this when you're talking about something that's happening while someone is working:

  I got yelled at today at work.

  Mark's still at work.

• "in my job" - use this to talk about things that you have to do for work on a daily basis:

  I have a lot of problems that I have to deal with in my job.

• "at my company" - use this to talk about large-scale things that are happening to the organization of the company you work for.

  The management at my company seems to change every year.