Both are correct! :P The words "in" and "at" are both prepositions of location. The meanings are slightly different, but they are both correct. "I work in a bank," means that you work INSIDE the building of a bank. (You might not even for FOR the bank, perhaps you sell ice-cream at a bank). "I work at a bank," is similar but it is more general. Technically it means you job is within the bank but it is used to say that you are employed by a bank. "I work at a bank," is similar to, "I work for a bank." Hope this helped.

Both are correct. You can also work for a bank. You can also work with a bank. Time to learn prepositions properly. Examples like these won't help you. :)

" I work at a bank " it's correct