My fiancé cheated. What to do now?

My fiancé cheated on me with the woman that he met at work. Unfortunately it wasn't just a one night stand it went on for six months. We have three beautiful children, a home together and we have been together for 6 years. He immediately cut off contact with her the day found out and said that he wanted to be with me and our children. I didn't even ask him to do this he did it himself, I was too upset all day to do anything but cry. We were at a very sensitive time in our lives. He almost lost his job and we were about to lose our home. He has expressed his remorse and told me he was sorry for what he did. The other woman has been harassing me for the last three months through text messages and phone calls. He approached her at work and told her to leave me alone and that he wanted to be with me and our family. Nothing like this has ever happened before. We were so happy together and I never thought he would be capable of this. I feel like he is really trying but I'm keeping my walls up and kind of pushing him away. It's really hard because sometimes I have to see the other woman at work so it is like a constant reminder of what has happened. I'm having a hard time coping with all of this. Of course he's going to say he's sorry and he has been showing me that he is I just don't know how to get over it.