Your best bet is actually to get into one of the graduate training programs (GTP) offered by the large domestic banks ie Maybank IB, CIMB etc. Go through the program (usually 2 years), and with A LOT of hard work, gruelling hours and some luck, you will be able to become an Analyst or Associate in investment banking.

Starting pay should be in the region of RM4-5k p.m., and will hit RM10k after another 3-4 years, if you're good enough.