Those same qualities have stood him in good stead as Cardiff manager and I'm delighted he has won promotion to the Premier League.
Malky has succeeded where many managers have failed in the 51 long years since Cardiff were last in the top tier, and as a big club it's good to see them back there because a capital city needs to have representation in the Premier League.
With League Cup winners Swansea doing themselves proud in the top flight, these are great times for football in south Wales - and what an atmosphere there will be when those two rivals go head-to-head next season!
You can always rely on a Welsh crowd to give their side fantastic support, whatever the sport, and Cardiff is going to be a difficult place for any side to go to - just ask any of the Championship sides who have made the trip there (with the exception of Peterborough!).
Generally speaking they've earned promotion without spending loads of money. They did bring Frazier Campbell in during January but on the whole Malky has stuck with players he trusts to deliver.
It will be interesting to see if that remains his mantra this summer.
Famously, Malky won promotion as a player with three different sides but was jettisoned twice without playing a game in the top flight before he finally got there with Watford.
I wonder how that will affect his transfer policy? Will he look back and think that he doesn't want his players to go through the same experience and give them the chance? It certainly seems to be more 'en vogue' as the way to go now.
Under Malky's management Cardiff have become well-organised and they stuck to their style of play even when they had a couple of wobbles during the season.
In my view, they've been the best team in the Championship by some distance. Mind you - and this is not to tarnish their success at all - it has been a pretty ordinary league this season.
Peter Whittingham - a midfielder I've always liked - was a key player for them early on in the season and he scored some very important goals, although they did rather dry up.
Likewise Heidar Helguson hasn't scored many in the second half of the season but has always been a decent target man to have up front.
When he's in the side, Craig Bellamy is still explosive and is capable of making a difference. I know it has always been his ambition to play for Cardiff in the Premier League and I hope he does.
Cardiff will almost certainly take the place of Reading, QPR or one other in the Premier League.
There has been plenty of talk this week about which players QPR will have to get rid of to reduce their wage bill if that scenario transpires.
While I have some sympathy for Harry Redknapp, who came into the job at an impossible time, I do think Rangers should thank their lucky stars that the dice are loaded between the Premier League and the Championship in such a way that the teams that go down can have a great chance of coming straight back up.
I say that because the further down the leagues you go, the dice are loaded against that happening. It applies to any club but just indulge me for a moment and look at Hartlepool as a classic case in point!
For most of the season we've struggled to balance the amount that we are allowed to spend on players' wages and transfer fees as a viable percentage of our turnover - an amount we can't exceed.
When you drop down a division, as we're about to do from League One to League Two, the percentage of your turnover that you are allowed to spend on players decreases so clubs that are relegated have to reduce their wage bill immediately - and are not even on a level playing field with the sides in the division that they are going down into.
The long and the short of it is that Hartlepool will have to reduce player wages by a certain percentage before we're allowed to start signing players again.
The players that we most want to hang on to are the ones we are most likely to lose because their hand is being forced by the Financial Fair Play at that level, which means that they have to sell their few prized assets.
A lot of Hartlepool fans have asked me this week if we'll come straight back, which we did the last time we were relegated. But it's darn difficult if you know that you might have to do it without key players like Luke James, Jack Baldwin and Scott Flinders - players who clubs at a higher level will certainly be looking at.
It will be very difficult to hang onto them.
Jeff's Gem of the Week
Plymouth are not quite safe yet but they've given themselves a fantastic chance after winning five games in seven, including the midweek 2-1 victory away at Chesterfield. I thought John Sheridan was pretty harshly treated when he lost his job at Chesterfield but he's proving once again that he is a high-quality manager who perhaps deserves a chance higher up. Hopefully he'll get that chance one day because somehow he's transformed Plymouth's fortunes without funds or goal-scorers! Jason Banton's loan spell produced six goals but he has now returned to Crystal Palace and none of Plymouth's permanent staff have got more than five - yet somehow Plymouth have conjured up these victories. Home Park is a proper football ground and it would be nice to see the good times back.