Why don't you just say "I have been working there..."? That is natural and native. 1. "I work there." This gives information on where you work. It's about the location or the company. 2. "I have been working there for 5 years." This gives information on how long you have been working there. It's about the length of time. It's just too odd to say "I work at that place." That is obviously something said by a foreign learner.

Q: Where are you working these days? A: I'm working at that place (points to the building where they work) Q: Where have you been since you graduated? A: I have been working in that place (Points to building where they work)