We present results of a variability study in the optical band of 44 newly identified blazar candidates behind the Magellanic Clouds. Our sample contains 27 flat spectrum radio quasars (FSRQs) and 17 BL Lacertae objects (BL Lacs). However, only nine of them are considered as secure blazar candidates, while the classification of the remaining 35 objects is still uncertain. All studied blazar candidates possess infrequently sampled optical light curves (LCs) in I filter provided by the Optical Gravitational Lensing Experiment group. The LCs were analysed with the Lomb-Scargle periodogram, the Hurst exponent $H$, and the $mathcal{A}-mathcal{T}$ plane, to look for blazar-like characteristic features and to study the long-term behaviour of the optical fluxes. The power law (PL) indices of the Lomb-Scargle power spectral density (PSD) of the FSRQ blazar candidates mostly lie in the range (1,2). In case of the BL Lacs they are located in the range (1,1.8). The PL PSD is indicative of a self-affine stochastic process characterised by $H$, underlying the observed variability. We find that the majority of analysed objects have $Hleq 0.5$, indicating short-term memory, whereas four BL Lacs and two FSRQs have $H>0.5$, implying long-term memory. 41 blazar candidates are located in the $mathcal{A}-mathcal{T}$ plane in the region available to PL plus Poisson noise processes. Interestingly, one FSRQ is located marginally below this region, while two FSRQs lie above the line $mathcal{T}=2/3$, i.e. they are even more noisy than white noise. The BL Lac candidates are characterised by higher $mathcal{A}$ values than FSRQs, i.e. $0.71pm 0.06$ and $0.29pm 0.05$, respectively.
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