After retirement, he became a non-executive director of Welsh Athletics, and subsequently served as British Athletics' technical lead for sprint relays from 2015 to 2019, and guided the GB men's and women's 4x100m relay squads to a gold and a silver medal respectively at the 2017 World Athletics Championships on home ground in London, an achievement for which he was jointly awarded that year's BBC Sports Personality of the Year Coach Award alongside colleagues Stephen Maguire and Benke Blomkvist. He also served as a performance coach with the Federation of Disability Sport Wales for three years, coaching Jordan Howe to a silver medal in the T35 100m and guiding Rhys Jones to a career-best fourth in the T37 100m at the 2017 World Para Athletics Championships, also held in London. In January 2019 he joined Athletics Australia as Head of Performance and Coaching. On 3 September 2020, British Athletics announced that Malcolm had been appointed Head Coach of the British Athletics Olympic Programme.