In the summer of 1994, I visited Odessa. Once Eastern Europe’s greatest port on the Black Sea, it was reduced by the end of the Soviet Union to an elegant and decaying backwater. The plaster exterior of its famous opera house was cracking and in need of repairs. Street vendors selling cheap post-Soviet goods had set up stalls all along its famous thoroughfares.

Catherine the Great founded Odessa in 1794 as a different kind of Russian city – mercantile, booming and friendly to all nationalities. The city doubled in size every 20 years. It was also the best city in the Russian empire to be Jewish, as the restrictions imposed on Jews elsewhere in the empire were waived here in the name of commerce. Hundreds of thousands of Jewish migrants streamed in to find work. In the early twentieth century, most of them moved on to Soviet Russia, America, later to Israel

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.

Rozenboim enjoyed my concatenation of surprises as we passed through Odessa. “This statue was endowed by the Ephrussis”, “They founded this bank.” Dusk was falling as we reached the end of the tour – a low-slung two-story building, its first floor painted a shabby blue, the upper storey a dingy green. It was School No. 99. Trams clanged past its front door.

“This school was opened in 1882, endowed by the Ephrussis at a cost of ten thousand roubles. That was a huge sum at the time. Thanks to this, and other philanthropic gifts, the Ephrussis were made ‘hereditary honorary citizens of Odessa,’ passed down through the male line.” With a flourish Rozenboim concluded “So I have the honour of congratulating an honorary citizen of Odessa!”

I had to disappoint my tour-guide. If the honour was bestowed through the male line only, it stopped with my grandmother. But I thought immediately of one man who did qualify – my great-uncle, Ignace (Iggie).

Great Uncle Iggie was still alive and living in Tokyo. I wrote to him, sharing what I had discovered and congratulating him on being an honorary citizen of Odessa. At Rozenboim’s prompting I suggested he also write a letter to Odessa’s mayor, congratulating him on the bicentenary of the city’s founding.

Iggie was quite sick but dictated a reply to his partner Jiro. “I had no idea how influential the name Ephrussi once meant in that city,” he wrote. Then he said that he had drafted a letter to the city mayor but was a bit unsure whether to send it. “I do not want this letter to be a cause of any future problem to me and also to Jiro, who will be my heir.”

“You see, Thomas, there are two factors which remain unexplained to us to this date,” he went on. “The one is the reason the Ephrussi left Odessa, and the other was the fact that my father was violently against any idea of me wanting to visit Russia. These are still mysteries to me.” Amazingly, a sense of trepidation lingered around the name of Odessa for my great-uncle, more than a century on. Sadly, Iggie died three months after he sent me the letter. He never did get to go back to Odessa.

Unexplained factors

Another enigma arose when my father gave me a small portrait bearing the name only of the Odessa Greek society photographer Ivan Antonopoulo. It is of a man in his thirties or forties, dressed formally in a wing collar with a balding head and impressive “handlebar” moustaches. It was clearly a member of the family, still in Odessa in the 1890s, when everybody was supposed to have left, but who was it?

I went back for a longer trip to Odessa only 11 years later. I found two people to help me, one in the archives, one in the library. Through their research, a picture formed of a fiercely upwardly mobile family who did everything they could to be pillars of the local society, despite their Jewishness. Within 50 years the banker Chaim Ephrussi from the town of Berdichev in the Yiddish heartland of Ukraine, was calling himself first Ioachim and then Charles Ioachim. The Ephrussis grafted and adapted so well that in 1867 his elder son Leon (Leib) was the first Jew to be elected to the city’s English Club, a place for billiards, The Times newspaper and political gossip.

Why did they leave? A savage pogrom against the Jews in 1881 may have been the reason. At any rate, The Times reported in September 1882 “the dissolution of their business in Russia. The reason assigned is the disturbed state of the Empire, brought about by the persecution of the Jews.” The winding-up of the Ephrussi bank in Odessa, it reported, “created considerable disturbance in the local money market.”

The Ephrussis’ Russian story was a classic tale of early modern capitalists – but well before their peers. Money and fear of prejudice led them westwards, until twentieth century Europe sprang its own horrible surprises on them. And who was the stay-behind? The guesses of myself, my brother and Jewish Museum colleagues lead us to suppose that one younger brother named Stepan stuck it out in Odessa, in defiance of the rest of the family. My brother Edmund records that he ran off with his father’s mistress, Estiha. An archival document suggests he may have upset his parents by marrying a Lutheran. One letter of 1900 sent to the school in Odessa leaves a return address of Aix-Les-Bains in the south of France. After that, traces of the errant Stepan disappear.

A favourite place

My ancestors may have had a difficult exit from the city that made them, but thanks to them I have found a favourite place that fills a need I didn’t know I had. It’s a city that is elegant but not grand, Russian-speaking but not in Russia, literary and ironic, at ease with its worldly decline. Strangely, the brash nineteenth century boomtown now lives self-consciously off nostalgia and the stories of all the famous natives who moved on.

In 2005 the family house on the boulevard was the office of the “Chief State Sanitary Doctor of the Water Transport Company of Ukraine.” The doctor apparently did not bother to come to work so often and the doorkeeper was happy to let me in. Old classical mouldings peered out from behind plywood partitions. I found a door onto a wrought-iron balcony, walked out and savoured the chestnut and lime trees in the boulevard and the long view down to the Black Sea in front of me. I felt a curious sweet sensation of homecoming.

The Exhibition, The Ephrussis, Travel in Time, opens this week at the Jewish Museum in Vienna on November 6.