Tunku Ali worked at McKinsey & Company, primarily out of its London, Hong Kong and Singapore offices, until 2004. He has also held the following positions: Senior Vice President/Director of Investments at Khazanah Nasional Berhad (2004–10), Director of Themed Attraction and Resorts Sdn Bhd (since 2010), Chairman of Bumi Armada Berhad, board member of Bangkok Bank (Malaysia) Berhad, board member of Iskandar Malaysia Studios, board member of Sun Life Malaysia, and advisor to TPG Capital. He is also the Pro Chancellor of Islamic Science University (Universiti Sains Islam Malaysia) and Chairman of the Munarah Foundation.
He is a founding trustee of Teach for Malaysia (modelled after Teach for America, dedicated to ending education inequity in Malaysia), and Chairman of Governors of Marlborough College Malaysia.
He is an Old Marlburian.