When I was working as comment editor of The Times, the hardest days were when we were reporting on a natural disaster or a terrorist attack. What was there to say that was appropriate and useful and insightful and, if possible, consoling?

I did, however, develop an approach which rarely let me down. I would contact Rabbi Jonathan Sacks. I knew he wouldn’t let me down and he never did. Somehow he would find light to shine on the darkness, words that would make one reflect, help one understand and begin to heal.

I was always proud that the religious leader best able to rise to such a moment was a Jew.

How I missed him last week when the lovely, kind, smiling David Amess was stabbed to death. Rabbi Sacks surely would have had something profound and moving to say and some insight into David, himself a deeply religious man.

Just a few days later I had been at the inaugural ‘Sacks Conversation’, held in the beautiful setting of Spencer House, a new event in the Jewish (and hopefully more than Jewish) calendar. Rabbi Sacks was always perceptive in his selection of staff and drew high quality people to him and they have now set about keeping his memory and his teaching alive. The Conversation is just one part of their effort. It is a venture that we must all do our best to support in order to keep the light of Rabbi Sacks burning.

His leadership and his words were a gift to us and we mustn’t carelessly waste that gift.

The Conversation was accompanied by the publication of The Power of Ideas, a collection of the writings and speeches of Rabbi Sacks. It includes some of his best Thought for the Day talks, speeches in the House of Lords, lectures and articles. The inaugural conversationalist, Tony Blair, correctly praised the selection and its editing before summarising its themes in a talk and then in a discussion with the leading liberal journalist Matthew D’Ancona.

One theme in particular seems relevant now, in the light of what has happened in the last few days with the murder of David Amess. It is Lord Sacks’ emphasis on what he called the “dignity of difference”.

The start, the middle and the end of the Rabbi’s teaching was the Torah, and all the arguments, interpretations, conversations it initiated. What gave his contributions to the public debate such weight was his learning and his deep commitment to his own community.

You could trust that the Rabbi’s interpretation of Jewish thinking and history was soundly based, that it was scholarly and authoritative. He didn’t plead to understand the religion of others out of a failure to understand his own.

Yet as Tony Blair said, “he was a Jewish Rabbi, but he was also a rabbi for the universe, his teaching grounded in Judaism but somehow never constrained by it”. He believed that co-existence was part of God’s plan along with neighbourliness, care for the stranger and respect for others.

This allowed him to, as Mr Blair put it “rescue faith from fundamentalism, doctrine from dogma [and] the spiritual from the temporal”. He had written his book on the dignity of difference in the aftermath of 9/11 as a clarion call for interfaith harmony.

Mr Blair joked that the two of them had often discussed who had the hardest job of leadership and that Rabbi Sacks had said that his desire to unify and overcome division came “possibly from my experience in trying to lead the Jewish community”.

This exchange had obviously been jocular but, like a lot of what Rabbi Sacks said, it was also profound. I have long regarded the differences that separate Jews from each other as the curse of our community, but I wonder whether it isn’t also a blessing.

Maybe by learning to trust and understand each other, by accommodating our differences, by respecting our alternative ways of living as Jews we can learn how to do that with other religions and develop ways of working and talking to each other that allow us to be leaders in interfaith dialogue.

I think Rabbi Sacks himself did that. He may have gone from us, but his teaching has not. He began a Conversation and it isn’t over yet.

Daniel Finkelstein is Associate Editor of The Times