We get a few clues about him from his name, Claudius Ptolemy, which is a mixture of the Greek Egyptian 'Ptolemy' and the Roman 'Claudius'. This seems to indicate that he was descended from a Greek family living in Egypt and that he was also a citizen of Rome. This could only have happened as a result of a Roman emperor rewarding one of his ancestors with this favor.
Around 1360, Theodore Meliteniotes claimed that Ptolemy was born in Hermiou (Northern Egypt. Alexandria is slightly farther south.) Due to the fact that Meliteniotes lived more than a thousand years after Ptolemy, and there is no corroboration, there is a lot of skepticism. In fact no evidence exists that he ever lived anywhere other than Alexandria.