A long-time figure in the Scottish indie music scene, Davey began his career with 1980s indie outfit the Fire Engines. He then moved on to the wonderful late-80s band Win, who released two albums, ...Uh! Tears Baby (A Trash Icon) (1987) and Freaky Trigger (1989). The latter is a classic of white pop-soul, with influences like Orange Juice and Scritti Politti.

More recently, he has been a member of The Nectarine No. 9. In 1995, they released the Saint Jack album for Postcard Recordings of Scotland, following this with three more albums on Creeping Bent Records, Fried for New Material in 1988, It's Just the Way Things Are, Joe in 2000 and Received, Transgressed and Transmitted in 2001. They have a harder, more obviously "experimental" sound, all Sonic Youth-style detuned guitars and sarcastic lyrics.

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