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