Work implies something that's physical--something that requires effort. It is generally short-term.
A job is generally long-term. It implies that you do it over a period of time rather than it being a one-off event. It also implies that it's a position of some sort.
Unlike a "job," "work" refers to the actual content of your job. Your work is part of your job, but your job cannot be part of your work because work is a piece and a job is a whole (if that makes sense).