Jerry Malone is an American counter-intelligence operative.
In the two very short adventures we are allowed to read of his exploits, Malone's job is to the enemies of the country who have infiltrated the citizenry or corrupted those already here. Based on these stories and a short reference to other works, he is used to being given the bare bones description of a case and sent in alone to solve it. As the opening remarks indicate, counter-espionage is a "comparatively new branch of our government's war activity."
New York City seems to be his main bailiwick, though that is just a feeling I have. In that locale, Malone and his fellow operatives answer to a Chief named Andrews. Speaking of which, Malone address his boss's last name as his first, as in "It must be urgent if you take me off a case, Andrews". Odd.
What Malone was doing before this "new" service was created is not known but based on his keen ability of crime scene analysis, it is safe to assume he was in law enforcement of one sort or another. Though not a police officer himself, he does have the authority to make arrests as well as to use lethal force when needed. A thinking man, Malone uses reason before brawn to come up with answers to his questions but he is also quite willing to punch someone's lights out if needed.
Very little information about Malone is given, which makes some sense since he is working in a secretive business. He is in his mid 30's, quite good looking, athletic, and intelligent. As all good counterspies, he knows how to break codes. He is definitely a Federal agent of some organization for he often operates in a suit and tie with a hat that stays on even when fighting. And he is stalwart enough to not loose his cool even when tied up.