Hello there,
Málaga is an awesome destination for rock climbing activities. There are multiple big areas relatively close to the city with thousands of well-bolted sport routes. El Chorro is one of them, accessible by direct train in roughly 40 minutes.
If rock is not your thing, you can also try the two small gyms that are in the city — SpaceBlock or BeClimb. The walls there are not very tall, but both gyms have a lot of auto-belays so you don’t need a partner. I can recommend SpaceBlock if bouldering is more your jam — it’s a bit more spacious/open with more “modern” route setting. Both gyms can provide shoes, harness, and chalk (only the liquid kind is allowed).
Anyone up for a climbing session? 
Could be a gym session (boulder) or actually going outdoors over the weekend (which is a bit more involved, but I’m definitely up for it).
I’m staying for a week after the conference, bringing full rock climbing gear with me (rope, quickdraws, etc.), and can recommend crags for climbing.
Have a nice one 
