Since you dont need to insert the new entry between the others, you only need to do the following :
set policy-options prefix-list My_Job 37.38.39.40/32
The insert will not work with a prefix list.
In other cases, when you need to insert but sort your entry, first you have to add this as previously mentioned, then you could use the following :
edit policy-options policy-statement My_Job
set term NEW
insert term NEW before term OLD
Usually you will use the insert in firewall filters, or policy, when order matters. In the case of a prefix list this dont matter.