Of the list, "where" is the most suitable. Grammatically speaking "in which" and "at which" are also correct. "When just out of university" is an abbreviation of "when she was just out of university". "Of which" does not make sense in this situation. If the sentence were "She applied to the company of which her brother was the CEO.", then "of which" is okay, for example. Basically, the preposition preceding "which" has to be compatible with the verb "to work". Also there is the slight matter of style which dictates which preposition is used where and how. Here it is simply a matter of style because one can also "work on a project", "work in a building", "work with friends", "work at home", "work where one wants".

at which Since you work AT a company..... 2. When just out of university. This is perfectly correct. Don't ask why. Just learn it. 3.You can't. It sounds terrible. 4. I have no idea what you are talking about. I recommend getting a command of BASIC English before trying this stuff.