 Balfour was born at Whittingehame House in East Lothian , the youngest of five sons son of James Maitland Balfour and his wife Lady Blanche Mary Harriet Gascoyne @-@ Cecil , daughter of James Gascoyne @-@ Cecil , 2nd Marquess of Salisbury . His paternal grandfather James Balfour was a nabob who had made the family 's fortune as a contractor supplying the Royal Navy in India and became a Tory Member of Parliament ( MP ) , while his mother 's father was a Conservative cabinet minister in the 1850s . Her brother , Robert Gascoyne @-@ Cecil , 3rd Lord Salisbury , was three times Prime Minister before being succeeded in 1902 by Eustace 's elder brother Arthur Balfour . 
