I was surprised that iptables modules are not loaded automatically on ArchLinux. Here’s how you load them. Dump the following lines in any file (for eg. netfilter.conf) under modules-load.d and restart your machine. Alternatively load the modules manually if you want to avoid restarting.
@~ 1028$ cat /etc/modules-load.d/netfilter.conf x_tables ip_tables iptable_filter iptable_mangle nf_conntrack nf_defrag_ipv4 nf_conntrack_ipv4 nf_nat iptable_nat