After an unsuccessful trial at Dutch club Ajax, Davies signed his first professional contract with Allsvenskan club Hammarby IF in December 2006. Although he initially was placed in the starting lineup, he had trouble finishing and spent his first year with the club alternating between being a starter and a substitute. On June 24, 2007, Davies netted his first goal for the club, which was the decisive goal in Hammarby's match against Faroese club Klaksvik in the first round of the 2007 Intertoto Cup, but he was still unable to score in the Allsvenskan. Davies credits both his coach, Tony Gustavsson, and Uruguayan star and former Hammarby teammate Sebastián Eguren with guiding his work ethic and attitude through his struggles. In the final match of the 2007 season Davies broke through and scored a hat-trick against GAIS.