If you're referring to the first quest then I found them near Duskendale

I found them in the north western corner of The Vale.

There seems to be a bandit type mission for every faction. I think they also reoccur after some time when the bandit camp (that produces little specific groups that harrass everyone) is either wiped out or retreats when you fail. The locations are some what random, but they do seem to always reoccur within the territory that gives the mission. I found for the Stark bandit hunt they usually apear somewhere in the massive forest to the south west of Winterfell. There is a glitch that prevents one from turning in the mission if you are simultaneously doing another quest (i.e. Mormont message to Stark). The skill that allows tracking or spotting of enemies on the map seems to help find bandit camp locations I think. Would love to learn more about the machanics or get an option to interogate a group to find a location because it can be very difficult to find these camps or even follow groups back to their home bases.