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.