As the others have said, this is almost certainly not due to any kind of malware on your Mac. Criminals use all kinds of tricks, and in your case, it's possible they managed to find the personal information they used to get access to your account through more mundane means. If they actually hacked your account to get it, that was done remotely.
As an illustration, I recently had a business credit card compromised. This card is one that I only use for my website hosting... haven't used it for anything else in about 6 months. Yet it still got compromised. Seems like it must be malware, yet I know it's not malware, if for no other reason, because the other two cards I use all the time on my computer did not get compromised.
When I called the bank in question to cancel the card, I was asked absolutely ludicrous security questions, like what county my residence is in and what model year the last car I purchased was. All matters of public record. Someone targeting me could easily find that information, no hacking required, and have it ready when calling my bank. I'm seriously considering switching banks as a result.
This shows how an event like this can appear to require malware when it really doesn't, and how criminals can use nothing more than freely available information to trick a customer service rep into giving them access they shouldn't have.
Now, as to a solution to your problem... to satisfy the bank, download a copy of VirusBarrier Express from the App Store. Scan your computer with that. Note that if anything is found, you should respond here with the exact names of any malware found, as well as what file(s) it was found in. Do not allow VBE to delete anything... see How to remove infected files.
