Azra Razman Email & Phone Number

LNG Trading & Optimisation, PETRONAS LNG Ltd• Conducted Know Your Counterparty (KYC) registration with counterparts by executing end-to-end KYC process, overseeing documentation exchange, and liaising with Legal, Finance, Risk, and Company Secretary departments.• Monitored optimization deals, documenting changes made to spot deals including adjustments in trade volume and pricing structures, while analyzing profitability derived from optimization deals to achieve the target P&L.• Assisted in preparation of Master Sales & Purchase Agreement (MSPA), Trade Summary Sheet (TSS) and Confirmation Notice (CN) for spot deal making.

Portfolio Risk Analytics, Strategic Asset Allocation Department• Constructed a Valuation-based systematic Multi-Factor portfolio strategy using statistical analysis and data science methods for recommendation to in-house fund managers to complement existing fundamentals-based discretionary portfolio construction approach.• Actively supported analysts in carrying out risk & factor-based performance assessment and reporting for all 17 funds under PNB’s management across all asset classes against respective fund objectives, benchmarks and peers to improve the portfolio management process & strategy.• Developed an interactive Power BI dashboard to present the factor loadings across the global universe for over 300 companies, and provide insights into market trends and performances for style factors, including Quality, Momentum, Volatility, Value and Size.

Foreign Exchange, Rates and Commodities, Economics Department (Public Markets)• Programmed and remodelled existing econometrics models including ARIMA, GARCH, ARDL, VAR and VECM from EViews into R program to forecast USD/MYR.• Monitored and compiled daily market sensitive news and economic data such as commodity prices, bond prices and yields using Bloomberg terminal.• Developed a monthly currency snapshot using Power BI to evaluate performance of 13 global currencies, 2 sovereign rates and 8 commodities.