Azim Hamid Email & Phone Number

Public Markets, Investments

Kuala Lumpur, Malaysia

- Provide tactical asset allocation outlook for Malaysian equity mandate- Develop quantitative factor investment strategies such as Momentum, Value, Quality and Low Volatility- Investment product backtesting work which includes multi-country fixed income products, smart beta products and derivatives-based products- Asset Liability Management studies for managing probability of insolvency through cash flow modelling and econometrics construction- Portfolio performance and risk… Show more - Provide tactical asset allocation outlook for Malaysian equity mandate- Develop quantitative factor investment strategies such as Momentum, Value, Quality and Low Volatility- Investment product backtesting work which includes multi-country fixed income products, smart beta products and derivatives-based products- Asset Liability Management studies for managing probability of insolvency through cash flow modelling and econometrics construction- Portfolio performance and risk analytics, including portfolio performance attribution, liquidity analysis, VaR analysis and style investment analysis for discussion with Investments team and presentation to Investment Committee and the Board- Technical analysis of stocks market and selected equity benchmark constituents Show less

Kuala Lumpur, Malaysia

Kuala Lumpur, Malaysia

- Monitor the trading risk limits on open position, cumulative loss and Value-at-risk (VaR).- Perform regular risk reporting for consolidation of trading exposures at PETRONAS Group level- Ensure no speculative trades which might put the company at unnecessary risks- Analyze the crude oil and petroleum product markets for discussion with traders- Review the trade economics for storage plays and long term contracts- Develop a VBA-based Value-at-risk model to assist in the… Show more - Monitor the trading risk limits on open position, cumulative loss and Value-at-risk (VaR).- Perform regular risk reporting for consolidation of trading exposures at PETRONAS Group level- Ensure no speculative trades which might put the company at unnecessary risks- Analyze the crude oil and petroleum product markets for discussion with traders- Review the trade economics for storage plays and long term contracts- Develop a VBA-based Value-at-risk model to assist in the validation of VaR model- Evaluate inputs into risk management system on the price values, timestamp, and calculation models- Develop risk appetite framework for PETRONAS by the most critical risk areas- Evaluate credit assessment procedure for vendors and business partners- Develop model for valuation of optionality in natural gas pricing- Develop forward price model for LNG physical pricing and pilot testing the model- Assess the development of risk metrics for natural gas trading including FX VaR and Vega VaR- Assess the methodology of developing Country Risk Premium in valuing international investments Show less

Kuala Lumpur, Malaysia

- Statutory valuation of actuarial liability- Financial condition and solvency reporting, stress testing- Risk management and solvency capital framework- Appraisal valuation of life insurance- Internal training for new hires

Master Of Finance

Bachelor Of Science (B.Sc.), Actuarial Science, 3.94/4.00

Graduated with highest distinction and Magna Cum Laude awards.