The CASA website has information on converting a foreign ATPL, and it's not excessively difficult or expensive* to convert your license. Regarding getting a job, providing you have the right to live & work in Australia, there is no xenophobia that I've noticed - that is, you'll be in with a chance just like everyone else. But you will have to move around a bit to get the first & second jobs, which may be a problem if your partner has a job already.
If in NZ, the same comments apply, except it's the
Civil Aviation Authority of New Zealand website. Again, regarding getting a job, there is some minor protection-of-local-pilots-discrimination* in the form of "recent NZ experience" required by one or two operators, but it's easily overcome with the application of some time & money. As with everything in life I suppose!
Regarding written exams. The EASA syllabus has been described as being a mile wide and an inch deep - that is, you have to know very little about a broad range of topics. CASA prefers the mile-deep-and-an-inch-wide approach: there are fewer topics to memorise, but you really have to be very good at those topics to be able to pass. Practice exams are therefore essential. NZ is probably similar to CASA but not quite so much - shall we say 3038 feet wide and 3038 feet deep?
BongoBusDriver - ahh, how I smile at how naiive I too used to be! But now I'm being a patronising git - sorry about that. Seriously though, Europeans bureaucrats believe that no-one is safe in European skies unless they've done a European pilot training course. Run by European instructors, naturally. Ordinary European citizens are however just as nice a group of people as you'd find anywhere and we shouldn't hold it against them.
Best of luck,
O8
*Europe is much worse in this regard, so no complaints please.