"In the job" is used to refer to someone being placed in a job role.
Example: "I have been in this job for 7 years".
"On the job" is used to say that someone is presently engaged on a particular piece of work or in situ on a work location. In British English, it is particularly common in building trades, where each individual piece of work is called "a job". (I should also add that "on the job" is also British slang for sexual intercourse, more commonly used in previous decades)
Example "I'm on the job now".
"At the job" would be used to refer to your location, having arrived at the site of a particular "job", or piece of work.
Example: "I've arrived at the job".
None of these particular fit your example. The most idiomatic way of saying it would probably be:
I have a lot to do today at work.
This is different from saying "I have a lot of work to do today", which could mean you have chores. "At work" idiomatically means at your place of employment.