• Grant Barr called his brother James in a “panic” and asked for help during a trip to Spain, which sent the family rushing to the airport
• As soon as the family arrived, they began searching for him, and reported him missing a day later, on Jan. 29
• After more than two months of searching, James learned his kind and dedicated brother had drowned

On a late January morning, Grant Barr called his mom to tell her how beautiful it was in the resort town he was visiting on the southern coast of Spain. He bought her a ticket to fly out from New Jersey that very same afternoon, but that was the last time his mother would hear from him again.

That same day, Barr, 36, left his uncle’s home, where he had been staying, and called his older brother James, 41, in a panic. Grant, a high-ranking banker from New York City, thought that someone was after him. 

“He said, ‘James, I’m in trouble. I need help. They’re after me,’ ” James, who works in finance, tells PEOPLE. “I could hear the panic in his voice.”

James says it took “every piece” of him to stay calm. He says Grant had no prior mental health issues, but a few weeks before his trip, his brother started to have episodes of paranoia or “delusional thinking” that would last for about 10 minutes at a time.

After the call for help, James was able to get his brother on the phone again. That call lasted for about 30 seconds — and while James can’t remember exactly what his brother said, one thing was clear: he needed help. When he was unable to reach Grant again, he immediately rushed to the airport from his New Jersey home.

James met his mother, father, and brother in Estepona on Jan. 28 , where they immediately began to search for Grant. Unable to find him, they reported him missing to local police the following day.

For the next month, the family searched for miles on foot, interviewed locals and reached out for help from the U.S. Department of State and FBI when they were stateside.

On Feb. 19, a man revealed that he’d found Grant’s pants and passport by a seawall in Estepona, but it wasn’t until April 4, after Grant’s remains were identified through DNA testing, that Spanish authorities told the family that his body had washed ashore the previous month. Grant’s death was ruled a drowning, according to his brother, who is still waiting to see the final report himself.

“We are in rough shape,” says James of his family. “I think we’re coming to the realization that things will never be the same.”

The U.S. Department of State and Spanish authorities, Guardia Civil and Policia Nacional, did not immediately respond to PEOPLE’s requests for comment.

The banker, who was dedicated to his job at BNY Mellon, loved sailing, according to his brother.

To celebrate their other brother Luke’s 40th birthday in May, the siblings and their dad planned on taking a trip to Croatia, sailing with Grant as captain for a week on a chartered boat. With that plan in mind, Grant flew to Spain to take a sailing course. When bad weather foiled his plans, Grant decided to visit his mother’s family instead. 

Leading up to the trip, Grant was stressed with work and had just gone through a breakup with his girlfriend. Grant didn’t share many details with James, but his older brother says that he “took it really hard.”

Between the combined stress and the delusional episodes, the family hoped that getting away from New York City would help Grant “clear his mind.”