For Data Science brain teasers, solving math problems that require clever use of the fundamentals. That means calculus, linear algebra, and basic stats.
A ninja is not defined by his sword. Reading books gives you new weapons, but you must learn to use them proficiently. Solving problems is therefore critical.
Some good sources of problems:
Sanjoy Mahajan (2010) "Street Fighting Mathematics"
Xingfeng Zhou (2008) "A Practical Guide to Quantitative Finance Interviews"
Timothy Crack (2019) "Heard on The Street: Quantitative Questions from Wall Street Job Interviews"