In Assassin's Creed Origins, Bayek of Siwa is a Medjay at the beginning of the story.
A Medjay was historically connected to Nubia and later became a title for an elite protector or law-enforcement figure in ancient Egypt. Bayek serves as the Medjay of Siwa, carrying responsibilities that include protecting local people and enforcing order.
His position gives him access to communities across Egypt and explains his practical skills with weapons, investigation, and travel. The story later connects his personal quest with the founding of the Hidden Ones, the historical precursor to the Assassin Brotherhood.
Medjay is an occupation and title, not Bayek's personal name or a location. Siwa is the oasis where Bayek lives, while the game's wider map includes Alexandria, Memphis, and other regions of Ptolemaic Egypt.