I would use "at".
Student or Learner
I work at Reliance Industries.
I work in Reliance Industries.
Are both the sentences okay?
I think 'with' is also understandable, but I am not a teacher.
Perhaps you'd like to consider what that different meaning might be, Matthew.
After consideration, I think that in this context 'work with' means 'work for' and 'work at' means 'work at the building of', but I am not a teacher.