In general, in suggests physical enclosure; at suggests location and perhaps belonging or employment, more abstractly. office building does not suggest the type of work, so in , indicating physical containment, seems better to me. insurance and high school both indicate the type of work, so at seems better to me for those sentences; it suggests 'employed by the insurance company', 'employed by the high school'.
New words, one handy idiom, and a 2-minute quiz — delivered to your inbox to keep your streak alive.