Each individual on a delivery team has a part to play, and should understand how security applies in their context. Although it may appear that security training should be focused on software engineers, it's important to provide training for all roles in a team including developer / engineering, BAs, POs, DLs, etc. For example, a Product Owner should understand the risk that the product is exposed to without appropriate security controls, and should be empowered to challenge security requirements that are not well defined.