Yes, it is possible on a case by case basis. Contact your local JPJ to properly asses your situation. You can find their contact info at: https://www.jpj.gov.my/web/main-site/putrajaya
If you are eligible to convert it, you will need to submit an application. After submitting the application, you can check your application via the JPJ portal to see if it’s been approved via: https://www.jpj.gov.my/web/main-site/semakan-pertukaran-lesen-memandu-luar-negara
If approved, go to your nearest JPJ and bring along your approval document (printed out from the JPJ website and your application acknowledgement; 1 passport photo (white background); your original passport and make a payment.