"At" would sound the most correct in the answer to a question like this (UK English). "At the bank" (a banker would work in a bank, but "banker's" is not used for this kind of sentence) "At the shoe shop" "At the greengrocer's" Note - "greengrocer's" is correct because you are shortening "greengrocer's shop", this also works for "butcher's" (butcher's shop). "Banker's" would not be used because there is a separate word already which refer to that place (bank). "Baker's" to shorten "baker's shop" is sometimes used but usually people would say "bakery" (unless the bread is not made there). If you say "In the ~" it sounds like you mean something specifically inside the shop. For example if you were explaining the location of a particular place that was inside that building. EDIT - Sorry I just noticed you changed "banker's" to "baker's" which is correct. I'll leave my notes above though in case they are useful.

At is used more commonly (US English): Where can I buy a loaf of sourdough? At the bakery on the corner of 3rd Street.