They can be used interchangeably in some instances such as "I'm going to my job." vs "I'm going to work." The main difference is the word "job" means more specifically your "occupation" or "the activity you do for money" (Your job might be "firefighter" or "public service officer") where as the word "work" is a more general word which refers to what you do on your job. (as a firefighter you fight fires, drive the fire truck, and keep in shape) Hope this helps :)

Another difference: grammatically, 'work' is uncountable, whereas 'job' is countable.

Also, "work" is a noun and verb and "job" is only a noun in normal usage.