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Mathematics self-efficacy and identity consistently surface in the literature as significant contributors to long-term mathematics engagement for Black and other historically excluded learners. At the same time, few studies explore either how these constructs interact throughout their academic trajectories, or the specific psychological and sociocultural factors that lend to their developments. This paper reports findings from a larger narrative study of five Black contemporary mathematicians, aiming to understand the experiences and beliefs that fostered participants’ developments of mathematics self-efficacy and identity from their own perspectives. Diverging from the literature, thematic analysis of semi-structured interviews revealed the centrality of vicarious experiences to participants’ developments of self-efficacy, and of robust mathematics identities that were rooted in broad mathematics conceptions.