Bayek of Siwa founded the Hidden Ones, the group that later became the Assassins.
In Assassin's Creed Origins, Bayek and Aya establish the Hidden Ones in first-century BCE Egypt after confronting the Order of the Ancients. Their organization develops rules, symbols, and methods that anticipate the later Assassin Brotherhood.
Bayek begins the story as a Medjay, a protector and law enforcer in ancient Egypt. His personal search for justice expands into a broader effort to oppose domination and protect ordinary people from powerful rulers and conspirators.
The Hidden Ones are not initially called the Assassins. That later name belongs to the organization as it evolves across centuries. Altaïr, Ezio, and Arno are important later members, but they did not create the original group shown in Origins.