Short answer: pre-Roman times.
As is well known, Haplogroup E1b1b1 accounts for approximately 18% to 20% of Ashkenazi and 8.6% to 30% of Sephardic Y-chromosomes. This North African type appears to be one of the major founding lineages of the Jewish population.[i]
In Britain, this quintessential Jewish type (together with J, another telltale sign of Middle Eastern roots) is absent or negligible in many towns and regions but reported in elevated frequencies in Wales (Llanidloes 7%, Llangefni 5%), the Midlands (Southwell, Nottinghamshire 12%, Uttoxeter 8%), Faversham in Kent (9%), Dorchester in the West Country with historic harbors (7%), Midhurst in West Sussex commanding ancient sea-ports (5%) and the Channel Islands, always an important crossroads of influences (5%).[ii] Bryan Sykes’ survey of paternal clans in England and Wales confirms significant traces of the E haplogroup which he dubs Eshu in southern England (4.9%) and Wales (3.1%).[iii] It reaches its highest point in Britain in Abergele, Wales (nearly 40%), an anomaly that has been attributed to Roman soldiers of Balkan origin but may have alternative and more complex explanations.
See our blog post "Right Church, Wrong Pew," arguing that the footprint of E in Britain is attributable to North African influence, not the descendants of Roman legionnaires from the Balkans.
In 2011, Llangefni and Wrexham in North Wales became the focus of a call for local men to provide samples of their unusual DNA. A team of scientists lead by Andy Grierson and Robert Johnston from the University of Sheffield hoped to link the migration of men from the Mediterranean to the copper mined at Parys Mountain on Anglesey and on the Great Orme promontory nearby. A preliminary analysis of 500 participants showed 30% of the men carried E1b1b, compared to 1% of men elsewhere in the United Kingdom.[iv]
Significantly, Welsh tradition associates the Iron Age hilltop town on Conwy Mountain known as Castell Caer Seion with a settlement of ancient Jews. This site overlooks Conwy Bay on the north coast of Wales and lies on the ancient road between Prestatyn in Denbighshire and Bangor in Gwynedd opposite Angelsey. In the Black Book of Caermarthen, the Welsh national bard Taliesin casually remarks in the persona of the battling hero,
When I return from Caer Seon,
From contending with Jews,
I will come to the city of Lleu and Gwidion.[v]Lleu and Gwidion are the names of two other legendary figures; they are believed to be historical and to have lived in the early centuries of the Common Era or anterior to it.
It is hard to avoid the thought that the hilly area to the west of the town of Conwy, in North Wales was once inhabited by Jews.