I also really enjoyed stockfighter challenges. Between those six and my university's copy of Harris' Trading and Exchanges, I learned quite a bit. I bailed out on the AVR challenges though.
From a purely selfish viewpoint, I also want to work at places where the hiring process isn't really just whiteboard or gotcha questions, but instead actually has some consideration that, you know, demonstrating the ability to produce working useful code matters. Maybe I'm just nuts. The last interview I was in (for what people here would say is data science/engineering) involved a couple of big-O questions and two ill-specified SQL queries . . . sigh.