Having a keyword match domain will not directly help your SEO, no. What it will do though, is enable pretty much all incoming anchor text from backlinks to be keyword rich, without risk of a penalty, which would be a slight advantage.
Saying that I would always choose a brandable domain, over an exact keyword match domain. Most the time they look pretty spammy, and if you're wanting to build a brand, it's really not the way to go. Go for a domain which is short, rememberable, easy to type and pronounce.