Velvet Ant - Mutillidae

The Mutillidae are a family of more than 3,000 species of wasps (despite the names) whose wingless females resemble large, hairy ants. Their common name velvet ant refers to their dense pile of hair which most often is bright scarlet or orange, but may also be black, white, silver, or gold. Black and white specimens are sometimes known as panda ants due to their hair coloration resembling that of the giant panda. Their bright colors serve as aposematic signals. They are known for their extremely painful stings, hence the common name cow killer or cow ant. Unlike real ants, they do not have drones, workers, and queens. However, velvet ants do exhibit haplodiploid sex determination similar to other members of the Hymenoptera, including Vespoidea. The exoskeleton of all velvet ants is unusually tough (to the point that some entomologists have reported difficulty piercing them with steel pins when attempting to mount them for display in cabinets). This characteristic allows them to successfully invade the nests of their prey and also helps them retain moisture. Like related families in the Vespoidea, males have wings but females uniformly are wingless. They exhibit extreme sexual dimorphism; the males and females are distinct enough in their morphology that associating the two sexes of a species is very challenging unless they are captured while mating. In a few species the male carries the smaller female aloft while mating, which is also seen in the related family Tiphiidae.

Update : This is likely not Dasymutilla quadriguttata, which is recorded from America. The species that is known from Peninsular Malaysia is Mickelomyrme athalia.