You don't have the PE Backer Badge yet. Have you completed the Pledge Management process?
What exactly is the pledge management process? I have confirmed my pledge if that is what you mean. I can't at least find anything else to do on the site. Also when I look at my profile at the bottom where it says Badges I see "Pillars of Eternity Backer Badge" and "Pillars of Eternity Kickstarter Badge", which is what I should have I think since I backed during the kickstarter. I am kind of confused now.
edit: Seems like I really managed to mess up my pledge somehow, have contacted support regarding this. Hoping they can help.