Malyu is from Caracas, Venezuela where she started her ballet training at the Teatro Teresa Carreno Academy, she later graduated from the National School of Dance (ENDANZA) in 2010 after completing the eight years of Vaganova technique training earning a Diploma in Classical Ballet with a minor in Contemporary Dance. Ms. Pena received additional training in Venezuela from Ruta Butviliene, Rita Dordelly, Nina Novak, Victoria Vargas and Alicia Alonso while attending to two of the Cuba National Ballet School ballet intensives programs in La Habana, Cuba. After graduation, Ms. Pena joined the Nuevo Mundo Ballet Company in Caracas as an apprentice until she moved to the United States in 2012 where she trained with former Russian Prima Ballerina, Tatiana Berenova at Metropolitan Ballet and at Secrets of Classical Ballet.
Ms. Pena also attended to Joffrey Ballet New York for a summer program on a full scholarship and Joffrey Ballet Chicago on partial scholarship. Ms. Pena has also danced and toured state-wide with Continental Ballet, St. Paul Ballet, and with the Cities Classical Dance Ensemble and is currently a ballet instructor and choreographer for North Ballet Academy and Youth Company and a company dancer with Continental Ballet Company.