Jémez returned to Las Palmas on 21 December 2017, becoming the third permanent manager in charge of the club during the campaign. He rejoined Rayo Vallecano in late March 2019, replacing Míchel who had been dismissed two days earlier after losing seven league games in a row, which left the team at risk of top-flight relegation, and agreeing to a deal until June 2020. On 26 December 2021, after more than a year of inactivity, Jémez took over second-division newcomers UD Ibiza until the end of the season. He managed to avoid relegation, but still left as his contract expired on 31 May. In December 2022, Jémez went back abroad, being appointed at Tractor S.C. in the Persian Gulf Pro League.
