Both are correct, but you'd only say the latter if you were also mentioning another event in the past (in late 2008 or 2009) that came after your having worked at XXX. E.g.
I had worked at XXX (in 2008) before I got my job in YYY in 2009.
(with is okay too, but I would use it when XXX is a coworker or employer)
Student or Learner