Davidson joined the
Progressive Party in 1969. He served as
Johannesburg city councillor from 1982 to 1994. Davidson served in the
Gauteng Provincial Legislature from 1994 to 1999 and was first elected to parliament in 1999. In May 2007 he became the chief whip of the party in parliament, taking over from
Douglas Gibson. Davidson held the position until he lost it to Watty Watson in 2011. He also served on the portfolio committee on finance, representing the constituency of Linden, Johannesburg. He is openly LGBT+. ==References==