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Prophet Modelling candidate with or without ALS Experience (Asset Liability Strategic)

Gratitude Inc
657 Views
20 hours ago

Prophet Modelling candidate with or without ALS Experience (Asset Liability Strategic)

4-8 Year(s)
RM 20 - RM 25 Thousand p.a
NA
NA

Job Description

Key Skills

coding Modules data, Debugging, optimizing skills, SQL query tuning. debugger prophet modelling mfrs

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Role - Prophet modelling with ALS experience minimum 4 years and above



• 4 to 8 years of Prophet modelling experience in Malaysian market with knowledge on local regulations (MFRS)

• Experience in working on advanced Prophet coding techniques like array variables, Extended formula, Calculation looping and Rebasing and Use of features like modules, Debugger

• Exposure to Conventional, Unit linked, Health and ALS prophet libraries

• Experience in working as an independent model review would be useful

• Knowledge of modeling products from scratch based on Product specifications

• Knowledge of modeling Takaful products

• Working knowledge on Company’s International markets reporting requirements as far as modeling requirements are concerned

• Knowledge of the process for Prophet modeling for the group Internal economic capital assessment

• Knowledge on Modeling as well as capital assessment is mandatory

• Working knowledge on Group wide Supervision framework (GWS). Should have knowledge on modeling and reporting of GMCR and GPCR

• Knowledge to model and report on Group Internal Economic capital Assessment and Own Risk and Solvency Assessment (ORSA)

• Use of features like modules, Debugger

• Prophet Enterprise knowledge desirable but not mandatory

• Ability to Integrate products to reduce number of master products being used.

• Ability to merge libraries, Products between workspaces and to upgrade libraries

• System testing, Unit Testing, Spreadsheet preparation for testing model changes

• Documentation and testing templates to be shared after development

• Knowledge on DCS coding to validate, create MPFILES and also to create input table

• Desirable to have knowledge on other Prophet components like adaptive programming interface

• Financial reporting, enterprise risk management related experience is a plus

• Desirable to have knowledge on ALS,ALM, Economic capital, Stochastic models

• Liaise with the Group technical modeling team

• Desirable to have Knowledge of USGAAP, IFRS17, RBC



Education



• Basic Actuarial degree

• Progressing towards Fellowship in any recognized Actuarial body. Other requirements



Other Requirements



• Proficient in Excel spreadsheets, VBA

• Desirable to have exposure to R, Python or tableau

• Knowledge of the key platforms for various UDAs such as Power BI, Access, SQL, SAS

• Good communication skill



Visa Requirement: Preferred Malaysian. However, open to providing work visas to Internationals whom are legally entitled to work in Malaysia.



Salary - Negotiable/ up to RM 20-25K depending on experience level

Role

Any Other

Timings

Day Shift (Permanent)

Industry

Telecom / ISP

Work Mode

NA

Process

Non-Voice

Functional Area

Any Other

Note: Myglit doesn't charge any money from candidates. If you have been asked to pay money to get this job then report to us immediately at support@myglit.com.

Recruiter profile

Phillip Okinda

Recruiter - Gratitude Inc

NA, kenya

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500+ Posts

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