banks would employ Eng students for their analytical and calculation skills

MBA would definitely help u in the biz management part but it really depends on what dept / role u're interested in in the bank

there's another masters prog more suited for IT and Eng background ppl. it enables u to be consultant on IT systems... like for banks, u will probably be involved in the planning of transaction systems (and watever systems they have, or would like to have in place)

if i'm not mistaken the only college malaysia offerring it is inti. in case u're interested: http://www.newinti.edu.my/global/courses/m...ess-technology/