If you are sitting at your desk in your office, for example, the phrase you want is this:
"I am at work".
One key grammatical difference is that "work" is uncountable, while "job" is countable. Compare the structure of these sentences:
I need a job.
I need some work.
I can't find a job.
I can't find any work.
There aren't many jobs in my city.
There isn't much work in my city.
The countable word "job" can refer to employment, in which case it's a single position, for example:
"There's a job advertised in the Marketing Department. Why don't you apply for it?"
or
John left his job with AMC and got another one with a bigger company.
It can also be a single task, for example:
"Can you do a small job for me? I need someone to check these figures this afternoon".
As 'job' is countable, it has a plural form - jobs - which refers to a number of separate positions ( or roles in a company) , or separate tasks to be done.
Work, being uncountable, is more abstract. It's a part of your life ( usually separate from your home, your family or your hobbies), and it's something you need to do to pass exams or earn money. You can have a lot of work, or a little work, or no work at all. 'Work' isn't an individual thing ( like a job or a role) : it's 'stuff', like water, or love, or sleep, or happiness.
I hope that helps.