Thornton Davidson was born in 1880, the son of Sir Charles Peers Davidson, Chief Justice of the Quebec Supreme Court.  He was a skilled sailor and clearly quite an athlete, playing hockey with the Montreal Victorias and also playing tennis and being an accomplished horseman.

He started his career as a teller at the Bank of Montreal before moving to Wall Street firm Charles Head and Son in Montreal before opening a brokerage firm of his own with business partner Robert Hickson. 

He married Orian Hays, the second daughter of Mr Charles Melville Hays, president of the Grand Trunk Pacific Railway on 3 November 1906.  Thornton invited his wife and her parents to join him on a business trip to England, they boarded Titanic in Southampton for their return.

Thornton perished in the disaster and his body was never recovered.