When you hear that: What do you do? What's your job? What do you do for a living?...
You can say:
I work at + Your company or I work for + Your company
So What is different?
Work for + The well-known company, your company is a famous company, a big company
I work for KFC/ Citi bank/ Pepsi Co....
In another situation, When you ask s.o about this question. And they tell about there job then you should say:
" How interesting"
Or: That must be exciting
Or: oh really
This is a way to show your positive comment on their job and it's polite, too.
Next lesson: How to use " as in "