Could it be Kim Newman's Ubermensch!?
Here is a Gardner Dozois anthology including the following short story with description:
Kim Newman. Ubermensch!
Originally in : New Worlds 1, Unwin, 1991.
Alternate History – the baby Superman landing in Nazi Germany in the 1930s rather than the States.
the Nazi hunter Avram Blumenthal visits the superhuman Ubermensch, held prisoner for the past forty-five years in a castle fortified with glowing green radiation, the Ubermensch's only weakness. The two men discuss the Ubermensch's career and his position as a symbol of the Nazi regime.
This Avram Blumenthal is Jewish, and also an American soldier. Quoting from the story itself:
"I was born here," Avram said, German unfamiliar in his mouth. So many years of English in America, then Hebrew in Israel. In the last forty years, he'd used Portuguese more than his native tongue. He had never been a German in his heart, no more than he was now an Israeli. That was one thing Hitler, and his grandparents, had been right about.
He had been — he was — a Jew.
The short story was also adapted as a film (imdb entry).