I disagree. It's the direct descendant of S/360 and has about 50 years of steady product improvements built in. Malware, running with general user access rights cannot affect system processes in any way, and cannot alter(or read) any memory location that it doesn't have access to. The zSeries hardware, with the operating system is a powerful combination, that Windows and commodity hardware can't touch.
I'm a zOS Operating Systems Programmer with 35+ years experience, and while there have been published security and system integrity patches issued on occasion, Windows has it beat by a mile.