Marriage between tourists

I'm from Algeria, my girlfriend is from Denmark.

We can both go to Malaysia for 90 days. (Tourist) with no visa. (I might be there as a student though)

I'm a Muslim, she's a Christian who will convert to Islam soon. Is it possible to get married there?

Take into consideration:

- There is a big age gap (not sure If that's a problem legally, I doubt it)
- She has her father's consent, he cannot go to Malaysia and he's not a Muslim.

While taking all the above, what are the procedures?

Contact your respective embassies.

I should call my Embassy in Malaysia?

Let the contact be between the Danish Embassy and their national, as it will make more sense. Check if you decide to study in Malaysia whether its possible to even have a dependent when you are on a Student Pass. So that would be your role to find out and the marriage possibilities would be your girlfriend to do.