Malcolm Thackeray is a museum curator in Gallup, New Mexico. Jesse comes to believe he is the same "Malcolm" as Wynter's father, who in 1997 ran away with Miriam to the ashram where they got married, but left less than a year later after Wynter was born.
Malcolm has a wife and children in New Mexico and tells Jesse (in November 2014) he regrets "every single thing" about the Light. He later sends Jesse the suicide note left by Miriam's brother Walter, which provides clues about that family's buried secrets.
Jesse attempts to visit Malcolm in July 2015 on the long drive to Colorado to start Rule212's tour.