In 1697 he was appointed the viceroy of Bengal Subah, Bihar and Odisha by Emperor Aurangzeb. Shortly after, he took successful military initiative against Rahim Khan. Azim gave the East India Company permission to build Fort William in Calcutta in 1696. Using Mughal permission, the Dutch also built Fort Gustavas in Chinsura and the French built Fort Orleans in Chandernagore. Azim got into conflict with Murshid Quli Khan, the newly appointed Divan of Bengal, over imperial financial control. Considering the complaint of Murshid Quli Khan, Aurangzeb ordered Azim to move to Bihar. In 1703 he transferred the capital to Rajmahal and then again to Pataliputra. He renamed Pataliputra to Azimabad after his own name. In 1712, at the time of his father's death, he immediately proclaimed himself emperor. However, he was killed shortly afterwards in the succession struggles that ensued.
Personal life
Azim-us-shan's first wife was Bai Jas Kaur, the daughter of Kirat Singh, who was the son of Raja Jai Singh I, Kachwaha ruler of Amber. She married Azim-ud-din in 1678, and was the mother ofMuhammad Karim Mirza born on 12 October 1679. She died at Delhi on 19 February 1721, and was buried at the Qutb. His second wife was Sahiba Niswan, a Kasmiri lady, and the sister of Khwajah Inayatullah entitled Shaista Khan. She was the mother of Emperor Farrukhsiyar. Upon Farrukhsiyar's accession on 11 January 1713, she occupied an eminent position in the imperial harem. She died at Delhi in February 1729, having outlived her son for nearly ten years. His third wife was Aisha Begum, the daughter of Ruhullah Khan Yazdi, the Mir Bakhshi. She was the granddaughter of Khalilullah Khan. The marriage took place on 26 June 1692. She was the mother of Prince Humayun Bakht Mirza, and Prince Ruh-ud-daula Mirza. Azim-ush-shan is said to have been very fond of her. On 24 May 1709, she gave birth to twins, a boy and a girl. She died at Daulatabad on 15 July 1709, and was buried there, near the tomb of Burhan ud-din. His fourth wife was Gitti Ara Begum, the daughter of Prince Muhammad Azam Shah. The marriage took place on 1 November 1709. She died at Delhi on 12 June 1724 at age over forty years.