The great mathematician lived in Babylonia in 520 B.C.E. where he could have met Jewish exiles from Jerusalem.
Pythagoras/ Jewish Concepts in this Philosophy
Both Josephus and Origenes quote statements of Hermippus concerning Pythagoras’ debt to Judaism… Josephus seems to quote directly from a passage in Hermippus that emphasizes Pythagoras’ dependence on the doctrines of the Jews and the Thracians. Josephus adds that Pythagoras is said to have introduced many Jewish concepts into his Philosophy. This does not represent a citation from Hermippus, but it does give us the current view off Hellinistic Jewry. Origenes does not quote Hermippus directly, but derives his statement about the influence of Judaism on Pythagoras only from “what is said” (ὡς λέƴεται). However, Origenes’ source bases itself on Hermippus’ work On Legislators and not, like Josephus, on the first book of De Pythagora.
De Pythagora, apud: Josephus, Contra Apionem, I, 162–165
(162) Now, Pythagoras, that ancient sage of Samos, who for wisdom and piety is ranked above all the philosophers, evidently not only knew of our (e.g. Jewish) institutions, but was to a very great degree an admirer of them.
De Legislatoribus, apud: Origenes, Contra Celsum, I, 15:334
It is said that also Hermippus, in his first book on legislators, related that Pythagoras brought his own philosophy from the Jews to the Greeks.
Source: Menahem, Stern. Greek and Latin Authors on Jews and Judaism. Volume I (p. 93, 96) (Stern # 25, 26)