Mallory studied improv at The Second City and earned her BFA in Acting from the University of Illinois Urbana-Champaign, before moving to New York where she later attended Juilliard for graduate school.

New York theatre credits include Daniel Fish's Tony Award Winning revival of Oklahoma! on Broadway, after doing the production at Bard Summerscape, and a critically acclaimed off Broadway run at St. Ann's Warehouse (named the #1 Theatrical Event of 2018 by Time Magazine and listed as the best theatre of 2018 in The New York Times, Time Out, New York Magazine, The New Yorker, and BuzzFeed). Other New York credits include A Midsummer Night's Dream (Shakespeare in the Park) and Privacy (in Association with The Donmar Warehouse) both at The Public Theater. Regional credits include productions at Denver Center for the Performing Arts, Chautauqua Theater Company, and Williamstown Theatre Festival where she recently returned with a new Daniel Fish piece entitled Most Happy.

Mallory is co-creator with Matthew-Lee Erlbach of the comedy Human Interest Series (Winner of Best Digital Short Series at Series Fest) and Roger, The Chicken (LA Comedy Film Fest, Friars Club Comedy Film Fest, Middlestate Independent Comedy Film Festival, Boston Underground Film Festival, Bootleg Film Festival Toronto, Houston Comedy Film Festival). TV: The Good Fight (Paramount+), Grace and Frankie (Netflix), Helpsters (Apple TV). Film: Maestro (Netflix).

She also enjoys making guest appearances in Gravid Water at Upright Citizens Brigade, and is a proud volunteer at The 52nd Street Project.