Brecknock was born at 48 Grosvenor Square, Mayfair, the only child of Colonel Atherton Edward Jenkins and his wife, Anna Isabella (née Schoenbrunn), the niece of Sir Ernest Cassel.
Brecknock was born at 48 Grosvenor Square, Mayfair, the only child of Colonel Atherton Edward Jenkins and his wife, Anna Isabella (née Schoenbrunn), who had familial ties to Sir Ernest Cassel’s lineage.