Rohit Malhotra

Rohit has over 17 years of experience, serving clients across the globe—especially Asia, the EMEA region, and the US. At Milliman, Rohit has been involved in delivering a wide range of projects, such as:

• End-to-end FIS Prophet® (Prophet) model implementation from scratch across multiple valuation bases, including embedded value, risk-based capital and statutory valuation, as well as sensitivity analysis, asset share projections and movement analysis for clients across India, Sri Lanka, and Singapore
• Review of embedded/appraisal value models, especially for M&As and IPO projects
• IFRS 17 Prophet implementation for clients in Vietnam and Indonesia
• Quarterly statutory reporting and Prophet model maintenance for a client in Singapore
• Profit-testing for a unit-linked whole of life product for a Dubai-based client
• Review of embedded value models for clients in Hong Kong and Thailand
• Development of reinsurance functionality in an existing Prophet model for a Vietnam-based client
• Delivery of Prophet training for multiple clients, including basic and advanced level functionalities and client-specific model requirements 

Prior to joining Milliman, Rohit led MetLife’s Global Actuarial Modelling team, overseeing modelling activities with a focus on Prophet model development, including ALS. His key projects included migrating liability and asset models from MoSes/USLMS to Prophet for CFT, RBC, and EV in the US; developing health products for Japan; and modelling Solvency II Best Estimate Liabilities (BEL) and shocks for EMEA and Mexico. Additionally, Rohit led non-Prophet modelling projects, including STAT/GAAP profit measures for EMEA insurance products, economic capital, and Solvency II calculations. He also brings significant experience in unit cost pricing and bulk annuity contract pricing.