From Wikkipedia https://en.wikipedia.org/wiki/Alexandrian_riots_(38
The Roman emperor Caligula did not trust the prefect of Egypt, Aulus Avilius Flaccus. Flaccus had been loyal to Tiberius, had conspired against Caligula’s mother and had connections with Egyptian separatists.[28] In 38 CE, Caligula sent Agrippa to Alexandria unannounced to check on Flaccus.[29] According to Philo, the visit was met with jeers from the Greek population who saw Agrippa as the king of the Jews.[30] Flaccus tried to placate both the Greek population and Caligula by having statues of the emperor placed in Jewish synagogues.[31] As a result, riots broke out in the city.[32] Caligula responded by removing Flaccus from his position and executing him.[33]
Riots again erupted in Alexandria in 40 CE between Jews and Greeks.[34] Jews were accused of not honouring the emperor.[34] Disputes occurred in the city of Jamnia.[35] Jews were angered by the erection of a clay altar and destroyed it.[35] In response, Caligula ordered the erection of a statue of himself in the Jewish Temple of Jerusalem,[36] a demand in conflict with Jewish monotheism.[37] In this context, Philo of Alexandria wrote that Caligula “regarded the Jews with most especial suspicion, as if they were the only persons who cherished wishes opposed to his”.[37]
The sole source is Philo of Alexandria, himself a Jew, who witnessed the riots and afterwards led the Jewish delegation to Caligula, and requested the re-establishment of legal Jewish residence in Alexandria.[1] Philo’s writings on the topic are found in two sources: In Flaccum[38] (meaning “Against Flaccus”), which is wholly devoted to the riots, and Legatio ad Gaium[39] (meaning “Embassy to Caligula”), which makes some references to the event in its introduction.[40] Scholarly research around the subject has been divided on certain points, including whether the Alexandrian Jews fought to keep their citizenship or to acquire it, whether they evaded the payment of the poll-tax or prevented any attempts to impose it on them, and whether they were safeguarding their identity against the Greeks or against the Egyptians.[12]