So there are a couple of things to discuss, and at great detail, but I will try and be brief since for some reason questions about the historical Jesus have been coming up about twice a week for the last few weeks.

For a detailed answer on the historical Jesus I suggest checking out this link which asked a question about Tacitus and the historical Jesus.

For Moses, there are quite a few issues. The first, and primary concern, is that we have absoletely no evidence that any large number of Jewish slaves were ever held for any period in Egypt. Exodus attests that there at least 600,000 men (probably about 1.5 to 2 million people total if this number was accurate) at the time of the Exodus, and that they had been enslaved for 430 years. (Exodus 12:31) yet there is no record of this anywhere. There is no record of any great migration, no artifacts from the Sinai Peninsula, and of course, no written records from any of the civilizations in the area of this happening. This poses a serious problem since if we can't confirm that 2 million people existed in one area, how can we figure out if a specific person lived.

Truthfully, it is worth mentioning that the western civilizations did not even begin mentioning the existence of the Jewish people until about 1200 BCE. Likewise, there aren’t many ancient accounts from other nations about ancient Israel from before the first millennia BCE with the earliest being an Egyptian stele. World Renown Egyptian historian Eric Cline wrote about the very first mention by anyone of Israel and its people outside of the bible.

Merneptah is perhaps best known to students of the ancient Near East as the Egyptian pharaoh who first uses the term “Israel,” in an inscription dating to this same year (1207 BC). This inscription is the earliest occurrence of the name Israel outside the Bible. In the Pharaonic inscription, the name—written with a special sign to indicate that it is a people rather than just a place— appears in a brief description of a campaign to the region of Canaan, where the people whom he calls “Israel” were located. Source: Cline, Eric H. (2014-03-23). 1177 B.C.: The Year Civilization Collapsed (Turning Points in Ancient History) Princeton University Press. (pp. 6-7)

I mention this because this was the time period when Egypt ruled over all the city states and tribes in the Levant (present day Palestine) and many scholars have asserted that the Egyptian story of Slavery and Moses came out of a desire to demonize their Egyptian rulers.

On the flip side, with Jesus, we have multiple attested accounts of his existence from both Christian and non christian sources. Of the non christian sources, we have Josephus (there is debate into how much of his writings of Jesus were later changed by christians, however, most historians believe that the claims are somewhat authentic), Pliny the Younger, was a governor of a Roman province near present day Turkey, and Tacitus.

Now the big dispute over Jesus is over what he actually did and said while alive, however, most historians (and I mean that out of the 6,000 historians who belong to the scholarly community known as the Society of Biblical Literature, only 1, Robert Price, believes Jesus was a Myth) believe that Jesus was a historical character due to these reasons.