Instead in 1935 he began training as an actor with Julia Hakanson of the Svenska Teatern, and the following year as a dancer with Sven Trop, Ballet Master of the Royal Opera in Stockholm.
He left the company in Buenos Ayres and spent the rest of the war period in Brazil, partnering the ballerina Nini Theilade in solo recitals and opening a movement school in Rio de Janeiro.
In 1948 he was invited to join the International Ballet Company as premier danseur, and continued his training with Judith Espinosa in London, and Mmes Preobrajenska and Egorova in Paris.
The actor Harold Lang persuaded him to start giving movement classes in the Anna Northcote studio in West Street, Covent Garden, and actors including Sean Connery, Diane Cilento, Patricia Neal, Gillian Lynne, Brian Bedford and Anthony Hopkins together with directors Tony Richardson, Bill Gaskill, Alexander Mackendrick and Seth Holt all attended.
Malmgren was a key figure at the Drama Centre London along with co-founder Christopher Fettes, John and Catherine Blatchley (Clouzot), Harold Lang and Doreen Cannon.
Malmgren taught a number of famous actors[3][4][5] including: Sean Connery,[6][7] Pierce Brosnan,[8] Colin Firth,[9][10] Anthony Hopkins, Geraldine James, Helen McCrory, Paul Bettany, Russell Brand,[11][12] Anne-Marie Duff,[13] John Simm,[14] Diane Cilento,[15] Michael Fassbender and Tom Hardy.
Other teachers in Australia included Janys Hayes at the University of Wollongong, New South Wales, Harry Haynes at the 16th Street School (Melbourne) and the late Penelope Chater, who also taught it in Toronto for 30 years.