Yes, because owning slaves was so much the norm in ancient Greece that it would have been surprising if they had not. Biographical details are generally scarce, but we do have Diogenes Laertius, Lives of the Eminent Philosophers (hereafter DL – note this isn’t the same person as the Cynic philosopher Diogenes of Sinope).
There are also numerous mentions of slaves in Plato’s dialogues which show they were (almost literally) just part of the furniture at the time. One might object that philosophers are not mathematicians, but in antiquity, indeed up to the modern era, boundaries between disciplines were not at all fixed. Many thinkers taught and/or wrote about several fields within science, astronomy, mathematics, cosmology and philosophy. I have deliberately picked out some of the more mathematical.
Math credentials: definitely remembered today for mathematics, although he was much more besides. DL (8.8) says he described himself as a philosopher, in fact.
Slave-owning: DL (8.2) reports a tradition which is also in Herodotus (Hist. 4.95) that Pythagoras owned a slave called Zamolxis. The (typically colourful) Herodotean story relates how he was later freed, became rich, and returned to his home country where he claimed to be immortal and started a sort of cult around himself.
Math credentials: he is said to have brought Egyptian knowledge of mathematics from Egypt, studied astronomy and predicted an eclipse. He was credited in ancient times with one or two theorems, perhaps apocryphally, but it shows mathematics was traditionally regarded as part of his work.
Slave-owning: DL (2.4) and Plato (in Theaetetus) both relate a story about Thales being accompanied by a female slave while stargazing, when he suffered a fall (either on a steep slope or down a well). Her presence is only an incidental detail, but that is the nature of these mentions, precisely because the slaves were so little regarded.
Math credentials: the most dubious of these three. He is better regarded as a philosopher of mathematics than an innovator in the field, although geometrical reasoning underpins some of his cosmology (in the Timaeus for example) and mathematics is central to his educational theories (Republic). His contribution to the mathematical debates of his time is contested.
Slave-owning: DL (3.39) says "It is alleged that he said to one of his slaves, 'I would have given you a flogging, had I not been in a passion.'"
Slaves turn up throughout Plato’s dialogues, sometimes with speaking parts, often just mentioned incidentally doing miscellaneous tasks such as fetching and carrying. The best-known is in the Meno, where Socrates demonstrates his theory of innate knowledge by giving a geometry demonstration to a slave-boy. The boy belongs to Meno and not Socrates. Evidence for whether Socrates owned slaves is lacking, although it is said he once refused a gift of some (DL 2.31).
Presumably whenever and where-ever owning slaves has been permissible and/or a cultural norm, mathematicians along with other members of an educated leisure class will have owned slaves. The replies to the original question on Math.SE bear this out for the classical world, and there are many more sources which would paint the same picture.
I'm not aware of equivalent sources for Roman mathematicians. They didn't have as many (if any?) famous mathematicians as the Greeks anyway. But similar results would be expected if they did. As to other times and places, we are similarly bereft of biographical knowledge about the many important mathematicians from the Arab/Islamic world, where slavery was commonplace. In the modern US, an example is 19th century Princeton professor Albert Dod. He had an endowed chair named after him too, but this seems to have been vacant since the death of the last holder in 2018.