Siwa is Bayek's home at the beginning of Assassin's Creed Origins.
Bayek of Siwa is a Medjay, a protector and lawkeeper in Ptolemaic Egypt. The game opens in the Siwa Oasis, where Bayek returns to confront a masked enemy and investigate the forces behind a personal tragedy. This opening establishes both his role and the political tensions of the period.
Assassin's Creed Origins is set in the first century BCE, during the reign of Cleopatra VII. Bayek's investigation eventually carries him across Egypt and into conflict with members of the Order of the Ancients, whose transformation into the Hidden Ones forms the foundation of the later Assassin Brotherhood.
Alexandria is a major city in the game, and Memphis and Cyrene are also important locations. They are therefore easy alternatives, but none is Bayek's named home in the opening setting.