The first thing I thought was, "What about Josephus?" Josephus was a Romano-Jewish Historian, meaning that he was a Roman of Jewish descent. Josephus' Antiquities of the Jews, written around 93–94 AD, includes two references to Jesus in Books 18 and 20.
The first reference, known as the Testimonium Flavianum (meaning the testimony of Flavius [Josephus]) reads:
Now there was about this time Jesus, a wise man, if it be lawful to call him a man; for he was a doer of wonderful works, a teacher of such men as receive the truth with pleasure. He drew over to him both many of the Jews and many of the Gentiles. He was [the] Christ. And when Pilate, at the suggestion of the principal men amongst us, had condemned him to the cross, those that loved him at the first did not forsake him; for he appeared to them alive again the third day; as the divine prophets had foretold these and ten thousand other wonderful things concerning him. And the tribe of Christians, so named from him, are not extinct at this day.There are numerous arguments for and against the Christian references in the writings of Josephus, and the Testimonium Flavianum is no different. Many scholars have different opinions regarding its authenticity.
However, it is generally agreed that the section was altered by Christian writers, most likely Eusebius in 324. Nevertheless, scholars also agree that the alteration was built around an authentic reference to the execution of Jesus.
One of the ways we know this is because we have found older copies of Josephus' writings which do not include these changes. In 1971, Schlomo Pines uncovered a 10th century Arabic version of the Testimonium which differs in small, but important, ways from the Greek text. For instance, the Arabic version does not blame the Jews for the death of Jesus. The key phrase "at the suggestion of the principal men among us" reads instead "Pilate condemned him to be crucified". And instead of "he was Christ," the Syriac version has the phrase "he was believed to be Christ".
In other words, Josephus does actually reference Jesus, but then Christian writers came and messed it up. So in Josephus, we have a first century reference to Jesus from a Roman historian and religious scholar. Bart Ehrman is mistaken.