Tariq b. Shihab reported that a Jew came to 'Umar and said:
Commander of the Faithful, there is a verse in your Book, which you recite. Had it been revealed in connection with the Jews, we would have taken it as the day of rejoicing. Thereupon he said: Which verse do you mean? He replied:" This day I have perfected your religion for you and I have completed My favours upon you and I have chosen al-Islam as religion for you." Umar said, I know the day when it was revealed and the place where it was revealed. It was revealed to Allah's Messenger (ﷺ) at 'Arafat on Friday.
Reference: Sahih Muslim 3017 c
In-book reference: Book 56, Hadith 5
USC-MSA web (English) reference(deprecated numbering scheme): Book 43, Hadith 7155