Options Modeling?

Hi,

I got an interview offer from a hedge fund, and during the preliminary phone interview, the interviewer asked me if I can do modeling. They are trying to setup a new options team, so I'm guessing the modeling is related to options... but got no idea what I should prepare. I've been an options trader for little over three years but never really done hardcore math stuff or coding. It wasn't a quant trader position.

Can anyone kindly give me an insight on what I should prepare in advance? I got about one week to prepare. Perhaps.. something like, how to use binary or Black-Scholes model in Excel/VBA?

Thanks-

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Options Modeling?

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