A particular picture copies by itself multiple times in camera roll every day I've been using iPhone for many years now but this is the first time I've this problem.  

I received a picture from a friend, who is on Android. Since then that particular picture copies by itself multiple times during the day in my camera roll.

Any idea why this may be happening?
A virus, malware?

I am on iPhone 6 with iOS 8.3.
Porting this to a community wiki answer so it doesn't remain hanging, as I've seen similar questions asked a couple of times recently 

Some third-party messaging applications copy photos to the Camera Roll after receiving them, such as WhatsApp. Assuming you received it in a third-party application, there may be a bug in that application causing it to be saved repeatedly.

Try removing the photo from any 3rd party app it may have originated in.