With the recent Sons of Abraham DLC, players now find themselves able to control Jewish characters, namely those within the Kingdom of Khazaria. But as Khazaria is surrounded by hostile lands, only the most experienced of players can fight off the invading neighbors and continue to grow.
Fear not, however, those who are looking for an easier Jewish start, as you can find it within Khazaria itself. The Duchy of Azov finds itself in great position to aquire power easily as well as gain independence from the almost certainly doomed Khan of Khazaria. Fair warning that this strategy is the one that I have found works most often, but may not necessarily fit everyone's game. Also, this start and strategy require the Old Gods DLC as well as the Sons of Abraham DLC
Because traits are randomized, I highly suggest you generate a game in which you have decent stewardship at the start. This allows you to control more provinces as well as generate more tax income from them. Another suggested high stat should be your learning. Tech is vital, and you will need to progress through Legalism and Military Organization quickly if this strategy is to fully succeed.
Councilors should be assigned as follows: Diplomate improving relations with the Cuman Khan, who generally comes out on top in the wars he fights, Marshal researching military tech in your new capital (will get to that), Steward doing the same in the capital, spymaster stealing tech in Byzantium (up to you where, I generally go with Constantinople), and your Rabbi converting the populace in your new capital.
Your first move, after getting married of course (take the prestige for this marriage as well), should be to move your capital to the county into one of the holdings you have in Taurica. I usually go with Crimea, but any holding will do since it's base tax is far greater than those in Azov. After that, give out your lowest base tax counties to vassals in your court. Avoid ambition if at all possible, it could hurt you in the long run.
From there, your ambition should be to up your stats, starting with stewardship and learning. When the time comes, celebrate passover. The +100 to prestige and piety is enormous. From there, it is a waiting game for Hungary to finish up snacking on Great Moravia and Bulgaria. Once they leave, its open season. Holy war, win, repeat, and pray the Hungarians don't try coming back to reclaim their old homeland. If all goes well, you should have all of Taurica in your demesne. Remember, pick your spots wisely when holy warring against Tengri, as the Pechenegs or the Cumans could decide to interfere. Keep the profitable provinces you earn if you can.
Once again, play the waiting game. Generate as much gold as possible, and keep an eye out for your liege. I suggest waiting ten years without spending so that you can change your succession laws. Once you wait the necessary ten years, start up an independence faction and demand independence. Each time I've done so, I waited until Khazaria was severely weakened and had no choice but to accept the demands. One you've gained independence, switch to Primogeniture, and use your money to create a second duchy title, and then the Kingdom of Taurica. You should now have Primogeniture succession. Up the crown authority to low.
From here, its up to you how you play. My only suggestions are to educate your heir with a Midas Touched or Scholarly Theologian so that your stewardship and learning are high and you are able to outspeed and make more money than your very scary neighbors. Hopefully your diplomate has been getting relations boosts with your closest Khan neighbor so you don't struggle too much. Also remember to keep converting your provinces. Religious revolts can break you very quickly. They are, to me, the most dangerous part of this strategy. If they get going quickly, they can be tough to stop. Hope you guys find this useful. Good luck.