Why Malaysian companies should hire a foreigner? Most of the times because they think that foreigners have particular skills which are not yet available with local manpower. From my experience there are plenty of local talents available in digital marketing with less issues in terms of hiring procedures.

Meanwhile, it is challenging for a foreign students to find job as local companies need to get a working permit and comply with a number of requirements. Depending on country of origin, the pay-out might not be up o expectations. Best options might be in academic, research and think tank which are normally very open for foreign students.

Many outstanding international students who have graduated from First City University College -- the current institution I'm attached with -- stayed back and are currently working in Malaysia. Great personality and skills-sets are crucial to stand out among other interviewees during the interview process.
Bottomline: The hiring company must be familiar with, or at least willing to handle work permits or employment passes. It's not a tedious matter so long as the candidate they're hiring is a potential asset to the company - worth all the sweat on the HR side.