I’m guessing he would have been familiar with Jesus and the Bible, if only in passing. Is there any evidence of Buddhism in the Roman world?
While it doesn't address Marcus Aurelius and his time period, please check out this related answer:
A question on the influence of Buddhism on the Hellenistic World by /u/GoblinRightsNow
(summary: Indian philosophers called "Gymnosophists" came to Egypt in the 1st century BCE, a century or two before Marcus Aurelius. Not much about their teachings has been recorded.)
I can't speak of Marcus Aurelius specifically, but let me give some information about interactions between Buddhism and the West.
One thing you must know is that Buddhism was propelled to the status of world religion arguably by a single act- the conversion of Emperor Ashoka of the Mauryan empire to the faith. The Mauryas held under their sway most of the Indian subcontinent, and made vassals of what they couldn't conquer (such as the Tamil kings in the far south). This patronage gave the Buddhist clergy wide reach throughout the subcontinent, and gave them resources to spread beyond. How far beyond?
We can guess this from Ashoka's 13th rock edict, where he gives a list of those nations who have succumbed to the 'conquest by dhamma' of the emperor. While the emperor claims all these places follow the Buddhist dhamma, it's more likely that he simply sent monks as ambassadors there. Below is the quote from the edict, what's in square brackets is written by me to clarify:
And this conquest [of dhamma, ie spread of Buddhism] has been won repeatedly by Devanampriya [Devanampriya is how Ashoka refers to himself] both here and among all borderers, even as far as six hundred yojanas [1 yojana= ~8 km here] where the Yona [Yona is a term for Greek] king named Antiyoga [Antiochus the Seleucid king] is ruling, and beyond this Antiyoga, four kings are ruling, the king named Tulamaya [Ptolemy II of Egypt], the king named Antekina [Antigonus II of Macedonia], the king named Maka [Magas of Cyrene], and the king named Alikyashudala [Alexander II of Epirus] , and likewise towards the south, where the Chodas and Pandyas [2 of the Tamil kings] are ruling, as far as Tamraparni [Sri Lanka].
Likewise here in the king's territory, among the Yonas and Kambojas [Perhaps Iranic people in the Pamirs], among the Nabhakas and Nabhapanktis [Perhaps residents of Northwest India], among the Bhojas [Perhaps residents of Konkan coast] and Pitinikyas [Perhaps the Uttarakhand/Nepal region], among the Andhras [Telugu people] and Paladas [Perhaps another people group of the Deccan], everywhere people are conforming to Devanampriya's instruction in morality.
What we glean from this is that he sent missionaries or ambassadors as far west as Epirus. So, there would have been some small knowledge about Buddhism in the Mediterranean due to these early embassies.
Moving a bit further ahead, Augustus Caesar was said to have been sent an embassy by an Indian king, probably from the Pandyan dynasty. The Pandyans and other Tamil kings had a flourishing trade with the West by this time. Among the Pandyan embassy was one religious figure called 'Zarmanochegas', maybe a combination of the words 'sramana' (used to refer to Buddhist and Jain monks) and 'acharya' (an honorific for learned men). This Zarmanochegas was said to have burnt himself alive in Antioch to demonstrate his faith, and a tomb was built for him. Self-immolation has been observable in Buddhism but not Jainism, such as with the Chinese monk Fayu, 3 centuries later. So Zarmanochegas was most likely a Buddhist.
By the 2nd century AD, the Buddha was mentioned in Western texts, including Clement of Alexandria in his Stromata. Clement differentiates between Brahmanas (Hindus) and Sramanas (unorthodox Dharmic traditions, including Buddhism) in his work, indicating some familiarity with the religion and its terms.
The early Christian story of Barlaam and Josaphat is also widely considered to be based on the Buddha's life.
In conclusion, knowledge of Buddhism began to grow steadily from the time of Ashoka onwards, and with early Christian writers being able to write with confidence information related to India, it is likely that an educated Roman in the 2nd century CE such as Aurelius would have been familiar, at least in passing, about the mendicant Indian saint and his followers.