Let's start with this:
-Malamar w/Leftovers
Nature: Adamant
Ability: Contrary
EVs: 252 HP, 252 Attack, 4 Speed
Moves: Superpower, Night Slash, Psycho Cut, Topsy-Turvy
Not the best Malamar set, but tis better than nothing and I'm sure someone with come along and post a better one.
As for the rest of the team, the first thing to do is to address Malamar's 4x Bug weakness. There's 2 good options for that.
-Heatran w/Leftovers or Air Balloon
Nature: Calm
Ability: Flash Fire
EVs: 248 HP, 252 Sp.Defense, 8 Defense
Moves: Lava Plume, Protect, Roar, Will-o-Wisp/Toxic
-Talonflame w/Sharp Beak or Life Orb or Lum Berry
Nature: Adamant
Ability: Gale Wings
EVs: 40 HP, 252 Attack, 212 Speed
Moves: Flare Blitz, Brave Bird, Roost, Tailwind
Both Heatran and Talonflame sport a 4x resistance to Bug and help Malamar out in one other way. Heatran also helps deal with Malamar's other weakness, Fairy, while Talonflame provides a sort of fix to its iffy Speed via Tailwind.
I'll leave it at that for the moment, see what you and others have to say.