Anne Berest’s work of autofiction, a bestseller in France and a finalist for the Prix Goncourt, opens on a snowy Paris morning in 2003. The protagonist’s mother, Léila, steps outside for her first cigarette of the day, only to find a mysterious postcard in the mailbox. On it are four names: Ephraim, Emma, Noémie, Jacques. Her grandfather, grandmother, aunt and uncle – all killed at Auschwitz. No signature, no explanation. “Who could have sent me this terrible thing?”

For Léila, the postcard is a threat, a provocation. For Anne, it poses a question: why does she know so little about those ancestors? Her quest to find the sender will open rifts between mother and daughter; it will also unearth the family’s origin story. Their early years of wandering; their fate under Vichy France and the Nazis; the risks her grandparents undertook in the Resistance. And then afterwards, the pain of survival; the long reach of the Holocaust through the generations. Every page is gripping, revelatory.

The first half of the book is Ephraim and Emma’s. One an engineer, the other a pianist, both idealists, the Rabinovitches are married in Moscow in 1919. But in the violent aftermath of revolution, they must flee with their first born, Myriam, through the forests to cross the Latvian border. The times are tumultuous, especially if you are Jewish, and the growing family endure many further journeys, taking Myriam and her baby sister Noémi from Riga to Palestine and eventually to Paris. But Ephraim is an optimist: in France, he applies for citizenship, and settles his wife and children in the town of Les Forges. They make friends, name their youngest Jacques, and build a smallholding to sustain themselves. But then come the Nazis.

The second half of the book is Myriam’s – the only one of the family of five to escape deportation. When the police come to take Noémi and Jacques to “work” for the Germans, she is not on the list, and Ephraim acts on instinct, insisting she hide. Myriam is saved again by her marriage to Vicente – a fellow Parisian student and one of artist Francis Picabia’s many children. Picabia’s family smuggle Myriam into Free France in the boot of a car along with the artist Jean Arp. In Provence, and alone after Vicente is imprisoned, Myriam begins work for the Resistance, translating radio reports, hiding fugitives, even while pregnant.

After the war’s end, her beloved family is not among the returners streaming into Paris, but she cannot give up. Leaving her baby in the care of others, Myriam works with survivors, even travelling to Germany to look for her lost. The restlessness will never leave her. It’s passed to her daughter, the chain-smoking Léila, and to her grandchild. Anne is possessed by the postcard – who sent it? why? – and her search brings so much more to light.

Her parents told her little of her Rabinovitch family, and even less of their faith. They hoped to free her of history’s weight: for them, being Jewish had been burdensome, dangerous, and besides, “God had died in the death camps”. Instead of liberating Anne, though, it leaves her in a double bind. When she finds love in her 40s with Georges, who is observant, his friends are wary, one accusing her over a Pesach dinner of being Jewish “only when it suits”. At the same time, her young daughter is told by her schoolmates that “we don’t like Jews here”, and when Anne reports this to the headmaster, he coolly brushes it off.

‘“You thought he would be concerned?” Gérard, the friend Anne confides in, laughs at first – and then apologises: “It’s just so I don’t cry.” Gérard is Jewish too; he understands the complications – and that the world will still see you as a Jew, regardless of how you see yourself. For Anne, there is a further complexity: she is a child of survivors. She tells Georges that, sometimes, “the only thing I belong to is my mother’s pain. That’s my community. Made up of two living people and several million dead.”

Their love provides belonging, though, and her long search will eventually bring clarity, even if much of it is sore. In Les Forges, at first she comes up against silence. But in time, and with her mother’s help, Anne discovers her grandmother’s childhood playmates, the fate of a civil servant who sought to help Ephraim leave the country, and even Emma’s piano – still in the house of the neighbours who looted it.

And who sent the postcard? Well, you must read and find out. Impeccably researched and deftly structured, the book’s form allows Berest to combine the heft of lived experience with the drive of narrative fiction – and the personal element lays bare how very live these questions still are. As Berest has it, this is “an old story, which is also a very new story”. It is a work of rare grace and importance.

• The Postcard by Anne Berest, translated by Tina Kover, is published by Europa (£18.99). To support the Guardian and Observer, buy your copy at guardianbookshop.com. Delivery charges may apply