I generally cal myself a 'Test Engineer' now, as there isn't a lot of the fyling bit round where I am in Dununder. I was and FTE in the UK (that was the job title, but no formal qualifications).
Started with a dgeree in electronics (graduated about '95).
Got a job a certain UK rotary aircraft place (that narrows it down to about 1

) in the integration and test dept, working the full system integration rigs.
My mate was a part time flyer when they had avionics problems, so when Flight Test dept advertised she applied and badgered me into applying also (for which I will always be grateful), even if it was just to get introduced and maybe then try for the part time flyer position.
I think they were looking for more avionic types to go with all the aero/struct they already had (especially on the aircraft at the time, a navl one with a lot electrical bits), and I got a job there. Spent a couple of very entertaining years there, saw the work running down a bit, so jumped ship and made a big step to Oz.
I've got no formal training as such, except a few basic courses. A week long course on Flight Test Prionciples and Practice at one the TP schools was about it, the rest were avionics and equipment based.
If you can find someone to pay you through one of the courses, go for it, but I've never met anyone who did a full course that didn't do it through the military (though I'm sure they exist).
Like I said, not so much of the flying stuff at the moment, but I still get to work on aircraft. Thinking of moving on at the moment, so anyone who needs a test engineer down here......