>>211723121According to genetic testing, probably somewhere in Eastern Europe around 1500 years ago, shortly after a small population of Judean slaves was taken to Europe by the Romans. Ashkenazim developed from an incredibly small founding stock so some intermarriage was required when they reached a genetic bottleneck.
Difficult to be sure, though. We know there were blue eyed Jews living in the Levant in antiquity. King David was a pale redhead.