One hostage was released after six hours while the other three escaped six hours later.
Rabbi Walker escaped after moving towards the exit and throwing a chair at the gunman.
According to the Rabbi it was a very nerve-wracking experience.
He said: “When I saw an opportunity, when he wasn’t in a good position, I made sure the gentlemen were still with me, they were ready to go.
“The exit wasn’t too far away, I told them to go.
“It was terrifying. It was overwhelming and we’re still processing. It’s been a lot.”
He also admitted that going back to the Synagogue “won’t be easy but it’s an important thing”.
The hostage-taker, British citizen Malik Faisal Akram, was shot dead after a stand-off with police.
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A brother of Malik Faisal Akram issued a statement apologising to the victims and pointing out he had been suffering from “mental health issues”.