Malz is most well known for his two-year spell at Arsenal but was never considered a first team regular; he made just eight appearances in all competitions, scoring two goals. He scored on his debut against Preston North End in the League Cup on 12 October 1999, with his second goal coming in a defeat at Newcastle United on the final day of the 1999–2000 season. He was also an unused substitute in the 2000 UEFA Cup Final, which Arsenal lost on penalties to Galatasaray.