Now, their descendants were coming back, searching for their roots – including me. I was directed to a sage of Odessan Jewish history, Anna Misyuk, a jolly but over-worked curator in the city’s Literature Museum.

“I have Jewish roots in the city,” I told Anna. “Oh yes,” she said, with barely feigned interest. She was probably getting a dozen such enquiries a day. “What was the surname?”

“Ephrussi,” I said.

“Ephrussi? Oh my God!”

My grandmother was Elisabeth Ephrussi, born in Vienna in 1899. In our childhood she captivated myself and my three brothers with stories of post-First-World-War Vienna, in which Freud, Kokoschka or Mahler had walk-on parts. She came from a fabulously wealthy family, who had lost it all.

That story has been beautifully told by my brother Edmund in his best-selling book The Hare with Amber Eyes. Thanks in large part to Edmund’s book, a big exhibition recreating the history of the Ephrussi family opens soon at the Jewish Museum in Vienna.

The Russian prequel

Yet before the European story, there was a Russian prequel, parts of which remain mysterious. As I began to study Russian as a schoolboy, I wanted to know more. I knew that Elisabeth’s father Viktor – the man after whom my own father was named – had been born in Odessa. But she offered very little more. Once she did volunteer, “He said they had to leave because there was going to be a revolution.”

Now here I was, finally, in my great-grandfather’s city, three years after my grandmother’s death. It sounded as though I should have come years before. Anna Misyuk excitedly summoned one of her colleagues into her little room in the museum and presented me. “Look here, I have an Ephrussi standing before me!” The Ephrussis, she said, had been one of the two or three biggest and wealthiest Jewish families of Odessa in the middle of the nineteenth century. They were bankers, grandees, philanthropists and then they left abruptly.

A couple of days later I met another Jewish historian, Alexander Rozenboim. He was tall, a bit haggard and spoke with a voice turned to gravel by thousands of packets of Soviet cigarettes. “I’m taking you on an Ephrussi tour of the city,” said Rozenboim. “Are you ready for a long walk?”

I had to understand first of all, he said, that Odessa was once the biggest grain-exporting port in Europe. In the early 1850s, on the eve of the Crimean War, Odessa port was supplying England with more than half of its imported grain. The Ephrussis were one of the two main bankers for this trade.

Rozenboim was carrying a plastic water-bottle. Under a half-crumbling archway he poured a splash of water on some dusty dark cobbles. They glistened a shiny black. “What stone do you think it is?” he said. “It’s volcanic lava. The ships used to sail to Sicily laden with grain. Then on the way back they filled up with lava from Mount Etna to pave the streets of the new city.”

We issued onto the Primorsky Boulevard, the elegant avenue of trees overlooking the sea that is Odessa’s main promenade – effectively its front room. Rozenboim pointed to two tall balconied houses, the second and third from the end. “These were yours,” he said. “The first was the bank, the second was the family house.” Here, I realized, my great-grandfather Viktor, who sadly died in 1945 in Tunbridge Wells, had been born in 1860.