He left for Ljubljana in 1922, to train in an umbrella making workshop, and started working at L. Mikuž in 1926.

Malej was a member of the Yugoslavian delegation at the 1928 Summer Olympics in Amsterdam; he won a bronze medal with the men's all-around team, together with Edvard Antosiewicz, Stane Derganc, Dragutin Ciotti, Boris Gregorka, Janez Porenta, Jože Primožič, and Leon Štukelj.

He was chosen as a member of the Yugoslavia team competing at the 1930 World Artistic Gymnastics Championships in Luxembourg.

Štukelj quickly recovered, though he could not continue with the competition, but the injuries that Malej sustained turned out to be fatal.

[1] Malej's colleague Antosiewicz blamed faulty preparations for the accidents: because of the rain, the competition was moved from a stadium to an indoor gym of a nearby school.