I have been exposed to shingles at work. How at risk is my husband who has never had chicken pox?

Shingles. Only risk to husband would be if you catch chicken pox and he catches it from you. If you have had chicken pox or vaccine then no problem. If you avoid touching the shingles, then no concern. It is not airborne.
Not much. I can't see any way you could carry home infected material from the person with shingles & pass it to your spouse. Your spouse may want to have his blood checked for immunity to chickenpox. It tends to have some severe complications in adults that are uncommon to children. Many adults had a mild case in childhood that was never picked up or called something else. A vaccine would be smart if not.