Bayek is from the Egyptian town of Siwa in Assassin's Creed Origins.
Bayek is introduced as a Medjay, a protector and lawkeeper in ancient Egypt. Siwa is an oasis in Egypt's Western Desert, far from the Nile Valley, and it provides the setting for the opening portion of the game.
Origins takes place during the first century BCE, when Egypt is ruled by the Ptolemaic dynasty. Bayek's personal search for those responsible for his son's death gradually develops into a wider conflict involving the Order of the Ancients, the organization that precedes the later Templar Order.
Alexandria, Memphis, and Cyrene are also important locations in the game or its wider historical world, but none is Bayek's stated hometown. His title, “Bayek of Siwa,” is therefore a particularly direct identification.