Prophet Modelling Candidate with or Without Als

1 week ago


Kuala Lumpur, Malaysia Frannie jobs Full time

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**: RM20,000.00 - RM25,000.00 per month

Schedule:

- Day shift

Ability to commute/relocate:

- Kuala Lumpur: Reliably commute or planning to relocate before starting work (preferred)

Application Question(s):

- What is your salary expectation & notice period?
- What is your visa status?
- DO you consent to sharing of your resume with the hiring manager if you qualify?

**Experience**:

- Prophet modelling: 4 years (preferred)
- Prophet coding techniques: 1 year (preferred)
- modeling Takaful products: 1 year (preferred)
- capital assessment: 1 year (preferred)
- ORSA: 1 year (preferred)
- DCS coding: 1 year (preferred)
- USGAAP: 1 year (preferred)
- UDAs: 1 year (preferred)



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