'... study in the faculty ...' is slightly more common than '... study
at the faculty ...', according to a Google search, which makes sense to
me if you take the relevant definition of
faculty at www.m-w.com:
'a
branch of teaching or learning in an educational institution'. It seems to me that you would study
in some branch of learning, just as you study
in a field of learning, not
at it. Nevertheless, both of those prepositions are used.
CJ