No. And we wouldn't expect there to be for three main reasons:
(i) We don't have contemporary references for most people in the ancient world. Open any ancient writer at random, choose the name of a person they mention and then search on that person. In 90%+ of cases this will be an non-contemporary reference and all other references to this person will also date to after their time. Often by centuries. Given that we have no contemporary references to someone as important and famous as Hannibal, to expect any for someone as obscure as a Jewish peasant preacher from the back of nowhere would be absurd. Basing an argument about his existence on that expectation doubly so.
(ii) Virtually no writers in the ancient world had any interest in early first century Jewish preachers, prophets or Messianic claimants. So not only are none of the ones we know of mentioned in any sources contemporary with their lives, they are also mentioned by virtually no writers at all. In fact, we know of almost all of them thanks to just one writer - the Jewish historian Josephus. So to expect any other writers of the time to mention any of them, including Jesus, makes no sense. Of all the ancient historians, only Josephus had any genuine interest in these figures. And Josephus does mention Jesus - twice (Ant. XVIII.3.4 and XX.9.1).
(iii) Even compared to these other obscure early first century Jewish preachers, prophets or Messianic claimants, Jesus seems to have been particularly obscure. Theudas, Athronges and the Egyptian Prophet all led vast crowds of thousands of followers and alarmed the Romans so much they had to mobilise large units of troops to deal with them. But even if we accept the exaggerated accounts in the gospels at naive face value, Jesus was dealt with by a few Temple guardsmen. Not exactly a major threat. So it's hardly surprising that this minor figure didn't get a mention until his small following had grown big enough after his death to get some kind of notice.
In Jesus' lifetime, he was an obscure nobody who spent most of his time in the back blocks of Galilee - about as far from anywhere that mattered in the Roman Empire as anyone could get. Even judging by the gospels, his career was short and his followers few. And the most prominent thing he seems to have done is get himself killed, though even that seems to have been a minor event even locally. So it makes perfect sense that no-one bothered to mention him at the time. Not that there were many people doing any mentioning of Jewish affairs at the time anyway.
This dumb idea that because Jesus wasn't mentioned in any contemporary sources he didn't exist is a naive historiographical blunder. That it keeps getting trotted out by Jesus Mythers shows how incompetent they are.
For a more in depth critique of the Jesus Myth thesis and details why scholars don't take it seriously, see: