The co-founder of the Gypsy, Roma, Traveller Police Association in the UK, Davies was born on the Gypsy caravan site founded by his grandfather, Tom Smith of Bloxham. He attended school and gained a place at university but decided not to take it up, so that he could stay near his family.

After a number of financial jobs, he joined the Thames Valley Police service, but faced severe racial harassment. With family support he made a complaint, and after winning this insisted on an inquiry. He met Petr Torok, a Slovak Rom who had joined the police. Together they formed the Gypsy, Roma, Traveller Police Association, which was formally launched at the Houses of Parliament, in 2014.

Police officers and other employees, who had previously hidden their Romani and Traveller identity, began to self-identify and for the first time the police consciously adopted policies of combatting anti-Gypsyism and recruiting Gypsy, Roma and Traveller Police Officers.

Davies and Torok spoke widely at other NGO meetings and events. In 2017, Jim Davies retired from the Police service and took a year out to study in Japan, while continuing to encourage his contacts in the Roma Civil Rights movement and meet with friends of the Roma in Japan.