Older brother of Alexander Roby and prominent city banker. One of the three men to sign Alexander's committal papers after the Roby Murders (along with Doctor Charles Highsmith and Doctor Lionel Trollope, he was apparently unwilling to see his brother released.

When interviewed by Dr Bartlett he was belligerent and unhelpful, making it quite clear that he considers his brother to be a dangerous killer. He also suggested that Delia Hartston was in some way involved with the murders.

According to Doctor Lionel Trollope's last letter, Grahame hired Vincent Tuck to investigate Alexander's associates.

He is a portly bearded middle-aged man with some resemblance to https://en.wikipedia.org/wiki/George_V King George, and looks nothing like his brother.