S. A. Chakraborty’s fantasy novel The City of Brass primarily begins in Cairo.
Published in 2017, The City of Brass opens with Nahri, a young con artist living in 18th-century Cairo. Although she does not believe in magic, an unexpected event draws her into the world of djinn and into a political conflict connected with the legendary city of Daevabad.
Cairo is therefore the novel’s initial grounding point, while much of the later story moves into a supernatural setting. This contrast between a recognizable historical city and an imagined djinn society helps define the book’s historical-fantasy atmosphere.
The title city is Daevabad, not Cairo, which is the main source of confusion in this question. The novel is the first volume of The Daevabad Trilogy, followed by The Kingdom of Copper and The Empire of Gold.