Bayek's title in Assassin's Creed Origins is Bayek of Siwa, linking him to the Egyptian oasis of Siwa.
Bayek is a Medjay, a traditional Egyptian protector and law-enforcement figure, whose home is the remote Siwa Oasis. After a personal tragedy, he investigates the people responsible and becomes involved in the origins of the Hidden Ones, the organization that later develops into the Assassin Brotherhood.
Origins is set in Ptolemaic Egypt during the first century BCE, mainly during the reign of Cleopatra VII. Siwa lies in Egypt's Western Desert near the Libyan border, far from the Nile Valley. The game also visits Alexandria, Memphis, and other regions, but Siwa is the place specifically attached to Bayek's name and identity.