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"There are a lot of strange people at my job."
"There are a lot of strange people in my job."

Which one is more appropriate?
Comments  
Well, it is 'job' that sounds a little odd there:

There are a lot of strange people in/at my office/workplace.

Now both prepositions sound reasonable.
MeggPhaggSiouxWhich one is more appropriate?
If you leave it as is, at is better, but what I hear more often is "There are a lot of strange people where I work". The strange people aren't really at your job. Only you are at your job.

CJ
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So,

"There are a lot of strange people at my job." is the most accepted version, and

"There are a lot of strange people in my job." is wrong under all circumstances?
You might say "There are a lot of strange people in my job" if you were, for example, a mortician, and you wanted to comment about the other people in the world who perform the same job for a living, although in that case it would be more usual to say "There are a lot strange people in my line of work".
Making slight changes:

a. "I work long hours at my job."

b. "I work long hours in my job."

Could b. be also wrong?
Students: Are you brave enough to let our tutors analyse your pronunciation?
No, that's OK.

Megg is incorrect. You can say this:

In my job I have many responsibilities.

I have many responsibilities in my job.


Here we are talking about your actual job, and not the place where you work.