Work Visa (Kuala Lumpur)

Good day all,
I am in the process of relocating to KL in next few months’ time. My intention is to acquire my work visa from Malaysian consulate in South Africa, but I have been told by my prospective employer that they will bring me there on visitor visa and then apply for my work visa while I am there.
Should I be concerned about it or is it the normal process to acquire Work VISA for Malaysia?
Necessary response in this regard would be greatly appreciated.
Regards,
Balram