Both are correct but they mean different things: "I am training to be an engineer" refers to something that you are currently doing, an action that is not finished. You are training now because you want to become an engineer in the future. "I am trained to be an engineer" refers to an action that has already finished. In this sentence, you are saying that you're qualified, that you've got the skills needed to be an engineer.

I am trained = I am qualified; have finished my training I am training = (you know already what it means)