Big HF Risk Intern interview as math major

Hello everyone, I am currently preparing for a risk internship interview for a big HF. I have behaviorals down, but as a math major I have very little finance/econ knowledge other than some projects e.g. trading strat that are on my resume. My background is in stats/math/machine learning. I know there will be technicals in the interview but no idea what they could be.

From older threads I've read some candidates are greeks, VaR, CVaR and maybe some macro knowledge? But to be honest I have none of that right now although I'm certain I can learn quickly. Would appreciate any input, thank you for your time