In the video, a man is seen talking to a camera as he makes the comments, surrounded by bystanders in Whitechapel.
A Metropolitan Police spokesman said: “We are aware of this video, which was reported to police earlier on Friday afternoon.
“Officers have attended the scene and are carrying out urgent inquiries to identify the man involved.
“We understand that incidents like this cause significant concern and we take all reports incredibly seriously. Hate crime of any kind has no place in our communities.”
Shomrim said it is “aware of the fact that the Orthodox Jewish community is exceptionally concerned about these threats” and said it is working closely with both Hackney and Tower Hamlets police.
Anyone with information is asked to contact the Metropolitan Police.
Earlier this month, it was announced that a dedicated team of 100 police officers would be deployed to protect Jewish communities in London.
It follows a series of arson attacks on Jewish sites in London, as well as a double stabbing in Golders Green.