Unless stated otherwise, all information herein is taken from A Memory of Light, Chapter 9.
A similar entry appears in the Wheel of Time Companion confirming the information available in the main story arc.
Bakh is a man who fights with Lan Mandragoran's forces at Tarwin's Gap at the Last Battle. He always carried a crossbow with him, and tied it to the back of his horse, despite Lan's fear that it would go off accidentally.
He died when his sword got caught in a Trolloc's armor, but before he died he was able to shoot a Trolloc through the eye with his crossbow from two feet away, killing it, and killed a second Trolloc with his boot knife.
Lan tells his men about Bakh's death to raise their spirits during a lull in the fighting.
Bakh is probably a Borderlander.
"I remember you, Bakh. You died well." (Lan; AMoL, Ch. 9)