International cricket was suspended in Pakistan after a militant attack on the Sri Lankan team bus in Lahore in March 2009, forcing them to play home fixtures in the United Arab Emirates.
With improved security, Pakistan hosted limited-overs internationals between 2015-19 before security confidence improved.
Bangladesh, initially reluctant to make a lengthy stay in Pakistan, only agreed to tour in three phases, having played Twenty20s last month.
After this Test they head home, before returning to play a one-day international (April 3) and second Test (April 5-9) — both in Karachi.
Azhar said the split series will give Pakistan further opportunity to establish itself as a Test host nation.
“Credit to the two Boards for making this series possible,” Azhar told reporters.
“Would have been good if the series was not split but we are focused as this is a World Test Championship match.”
Pakistan are currently fourth in the championship, which features the top nine Test nations and is currently led by world number one India (360 points) followed by Australia (296) and England (146).
The top two teams will play the final in June 2021.
“Hosting matches in Pakistan will send a strong message that we are a safe country,” said Azhar.
Bangladesh will be without Shakib Al Hasan, who is banned for one year in a spot-fixing case, and Mushfiqur Rahim, who opted not to tour Pakistan over security fears.
Bangladesh skipper Mominul Haque admitted Rahim will be missed.
“It’s difficult to play without your best players, but it gives an opportunity to younger players and we look forward to playing good cricket,” said Haque, who lost his first series as skipper in India 2-0 last year.
Also hurting Bangladesh will be the fact they have not won any of 10 Tests against Pakistan (nine defeats with one draw), and lost all five Tests they played last year.
Seasoned opener Tamim Iqbal — fresh from a triple hundred in a domestic match in Bangladesh — along with Haque and Mahmudullah will be Bangladesh’s main hopes against a strong Pakistan bowling attack which includes sensational 16-year-old pacer Naseem Shah.
Pakistan opener Abid Ali, meanwhile, will target another hundred in this Test to equal Indian maestro Mohammad Azharuddin’s record of three consecutive centuries in his first three Tests.
Azharuddin achieved the feat against England in 1984-85 in his first three Tests.
Pakistan: Azhar Ali (captain), Abid Ali, Asad Shafiq, Babar Azam, Faheem Ashraf, Bilal Asif, Fawad Alam, Haris Sohail, Imam-ul-Haq, Imran Khan, Mohammad Abbas, Mohammad Rizwan, Naseem Shah, Shaheen Shah Afridi, Shan Masood, Yasir Shah Bangladesh: Mominul Haque (captain), Tamim Iqbal, Saif Hassan, Najmul Hossain Shanto, Mahmudullah, Mohammad Mithun, Liton Das, Taijul Islam, Nayeem Hasan, Ebadot Hossain, Abu Jayed, Al-Amin Hossain, Rubel Hossain, Soumya Sarkar.
Umpires: Nigel Llong (ENG) and Chris Gaffney (NZL) TV umpire: Marais Erasmus (RSA) Match referee: Richie Richardson (WIS).