Employee with, for, at
I am a new employee at (Name of where you are working, i.e. wal-mart) I am a new employee of (Name of company, industry, or person who has employed you) I'm a new employee with XX doesn't sound quite right in most situations. In my opinion, the other ways of saying it are more effective, and for should only be used if you are phrasing it like you are employed for a company or person.