From my experience working with foreign company they will only able to paid in their company currency either in EUR or USD. If you base in Malaysia and they dont have any register office in malaysia they only can paid in EUR or USD.

DO take note few point company contribution EPF, SOCSO, Insurance is not possible if malaysia dont have office.

As currency would be fluctuate during exchange rate, Do discuss on this issue.

As working employee we cant have foreign currency account unless you have a company current account with primary RM and secondary other foreign currency.