"Understanding Analysis" by Stephen Abbott is a great undergraduate level math textbook. The focus is real analysis (a rigorous treatment of single variable calculus). It's an excellently written text which will bridge the knowledge gap an engineer may have. After Abbott you can pick up and read books like Spivak where the beauty of calculus (from an engineering viewpoint) can really be seen. Both of these books have exercises, but they aren't tediously calculating derivatives. The exercises are fun and often mind bending problems you can spend hours thinking about, and really come out having learned something once you get the idea.