The Gallery of Modern Art stands in the harbour, a coloured glass cube you can't miss.
Iif you're into modernity, this place is made for you. The expositions are changing often, so take a look at https://centrepompidou-malaga.eu/
Park at Muelle Uno and enjoy a stroll through the harbour too.
I hope you will have a lucky hand in picking the right exhibition. My choice was bad...this kind of stuff is not an art for me: