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affect:
![No [N]](/emoticons/emotion-45.gif)
the conscious subjective aspect of feeling or emotion
[v] act physically on; have an effect upon
[v] have an effect upon; "Will the new rules affect me?"
[v] make believe; "He feigned that he was ill"; "He shammed a headache"
[v] have an emotional or cognitive impact upon; "This child impressed me as unusually mature"; "This behavior struck me as odd"
[v] connect closely and often incriminatingly; "This new ruling affects your business"
effect:
an outward appearance; "he made a good impression"; "I wanted to create an impression of success"; "she retained that bold effect in her reproductions of the original painting"
(of a law) having legal validity; "the law is still in effect"
an impression (especially one that is artificial or contrived); "he just did it for effect"
the central meaning or theme of a speech or literary work
a phenomenon that follows and is caused by some previous phenomenon; "the magnetic effect was greater when the rod was lengthwise"; "his decision had depressing consequences for business"; "he acted very wise after the event"
a symptom caused by an illness or a drug; "the effects of sleep loss"; "the effect of the anesthetic"
[v] cause to happen or occur; "The scientists set up a shockwave"
[v] act so as to bring about; "
effect a change"
It looks as if what you're looking for is "effect a change"
Yet I wonder whether it shouldn't be "we are working on effecting the change"...
Anyway you'll need the definite article before "change", for I guess you've already defined that change.