I agree with the top-voted answers, given that your parents have betrayed your trust in the past in regard to situations like this.
However, you also say that your relationship with them is rather cold, and that you don't know why they would want to know where you work.
You should know, when parents and their offspring have a close relationship, they will usually know something about what their children do for a living. For most of us, our work is a huge part of our life, and something which impacts everything else. One of the most common things to ask about someone's life is "how is work?"
Seeing as we really don't have a lot of details on your family situation, I think it's possible (though maybe not probable) that your parents wish to reconnect with you. They may be asking in order to re-establish a relationship with you that you say has been lost. Maybe they heard a friend of theirs talking about their children doing important work and felt sad that they couldn't do the same.
Given their history though, it's probably still a good idea to use the straight-forward answers provided above. But maybe after delivering that message, you can then tell them something else about how you're doing, something that will make them feel like there is still hope for having a warm, close relationship with their child.