Where are you studying now? Based on your description, it should be countries with stronger currencies eg Oz, UK? IMHO, I think is a good idea for you to work overseas a few years to gain some experience, provided that you can get a job there which is quite a daunting task for foreign graduates. If  you are happy with the life there, you can always opt to settle down there permanently.

However, if you decide to return to Msia after a few years, whether Msia employers will offer you a package which equals your overseas salary after conversion, I think it will be a 'good to have' thing. It is possible but difficult unless your skillset/experience is so valuable that no one in Msia has it.

why not just start apply for internship in UK. be it whether u going to stay back or back to Msia, it's a valuable experience to be added in your CV.