For IT related, I suggest going to SG if you intend to continue to go deeper into technical role. IT roles in Malaysia are somewhat more restrictive as Malaysia banks typically do not appreciate technical expertise as much. This is not limited to IT roles alone, specialised technical roles such as quants in Risk Management, structured product / derivative pricing and modelling roles are usually more valued in Singapore than in Malaysia, especially at the more senior levels.

For management roles, I think Malaysia may offer a better path as effort to salary ratio is lesser. Plus, the salary gradient here is steeper when compared to Singapore. That is of course if you can get up to that level.