In the 1930s he conducted at the Salzburg Festival ( 1934 â `` 1937 ) and the first concert in 1936 of the newly formed Palestine Symphony Orchestra ( now the Israel Philharmonic Orchestra ) in Tel Aviv , and later performed with them in Jerusalem , Haifa , Cairo and Alexandria . In the 1930s he conducted at the Salzburg Festival ( 1934 â `` 1937 ) and at the inaugural concert in 1936 of the Palestine Orchestra ( later renamed the Israel Philharmonic Orchestra ) in Tel Aviv , and later performed with them in Jerusalem , Haifa , Cairo and Alexandria .