Built by Augustinian Friars between 1180 and 1230, St OswaldOswald, St (604-642) King of Northumbria who encouraged the spread of Christianity during the 7th century.’s is situated close to Filey Brigg, where the Cleveland Way and Wolds Way long-distance footpaths meet. It overlooks the wide expanse of Filey Bay and its distinctive fish-shaped weather vane guided generations of fishermen safely home.