Prophet Modelling candidate with or without ALS Experience (Asset Liability Strategic)
Job Description
Key Skills
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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
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