In 1980 he began an 18 year musical relationship with saxophonist Thomas Chapin.
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Malaby moved to New York City in 1995 and has played with several notable jazz groups, including Charlie Haden’s Liberation Music Orchestra, Paul Motian’s Electric Bebop Band, Mark Helias’s Open Loose, Fred Hersch’s Trio + 2 and Walt Whitman project, and bands led by Mario Pavone, Bobby Previte, Tom Varner, Marty Ehrlich, Angelica Sanchez, Mark Dresser, and Kenny Wheeler.