The concept of the messiah in the Hebrew Bible is different than the Christian concept of messiah. In the Hebrew Bible, the messiah is described as a wise human ruler sent by God to regather Israel and start a new age of peace in the world. The messiah is never described as God in the Hebrew Bible and people are not told to worship the messiah or pray to him. 

Jesus is not the messiah because he did not complete the tasks the Hebrew Bible says the messiah will complete. See the following verses:

Isaiah 11:​1 And there shall come forth a rod from the stem of Jesse, and a branch shall grow from his roots; ​ 2 And the spirit of the LORD shall rest upon him, the spirit of wisdom and understanding, the spirit of counsel and might, the spirit of knowledge and of the fear of the LORD; ​ 3 And his delight shall be in the fear of the LORD; and he shall not judge by what his eyes see, nor decide by what his ears hear. ​4 But with righteousness shall he judge the poor, and decide with equity for the humble of the earth; and he shall strike the earth with the rod of his mouth, and with the breath of his lips shall he slay the wicked. ​5 And righteousness shall be the girdle of his loins, and faithfulness the girdle of his reins. ​6 The wolf also shall live with the lamb, and the leopard shall lie down with the kid; and the calf and the young lion and the fatling together; and a little child shall lead them. ​ 7 And the cow and the bear shall feed; their young ones shall lie down together; and the lion shall eat straw like the ox.

Jeremiah 23:​5 Behold, the days come, says the LORD, that I will raise to David a righteous Branch, and a King shall reign and prosper, and shall execute judgment and justice in the earth. ​6 In his days Judah shall be saved, and Israel shall dwell safely; and this is his name whereby he shall be called, "The LORD is Our Righteousness". ​7 Therefore, behold, the days come, says the LORD, that they shall no more say, As the LORD lives, who brought up the people of Israel out of the land of Egypt; ​8 But, As the LORD lives, who brought up and who led the seed of the house of Israel out of the north country, and from all countries where I had driven them; and they shall dwell in their own land.

Jesus did not accomplish the things that these verses say the messiah will do. Jesus did not regather the exiles back to Israel, he did not bring peace between nations and there is also not peace between the animals as these verses describe. These events have not yet taken place, Jesus is not the messiah.