The issue is the way WP Engine builds the user directory structure. We have a proposed patch in : https://github.com/civicrm/civicrm-core/pull/8494
Until that is merged, you can use the answer listed here: Word Press Install Missing civicrm.settings.php; dashboard unavailable; no menusWord Press Install Missing civicrm.settings.php; dashboard unavailable; no menus
Make sure the global $civicrm_setting;
precedes $civicrm_setting['URL Preferences']['userFrameworkResourceURL'] = 'http://example.com/example-resource-url/';