In everyday conversation, there is nothing wrong with any of the aforementioned suggestions.
This is my take on your statements plus one alternatve:
The word "currently" sounds temporary. Last week you worked somewhere else; maybe next week you will work still somewhere else. This may be very accurate.
"I currently work at..." sounds uncommitted, transient. (not good, bad, right, or wrong; just transient.)
"I am employed by..." carries no suggestion of duration of employment. One could assume the employer chose you and made a longer term commitment to you.
You did say this is a full time salaried position, didn't you?
Who actually knows what the listener will hear, assume or think.