The Spaniard, 39, is no stranger to Europe's elite, having played for Liverpool, Real Madrid and Bayern Munich across his career, but he is now considering turning his hand to management at one of them.
"Everyone has their own decisions," Alonso told The Athletic. "I try to take the steps myself, not be pushed.
"I have the ambition to manage an elite team, but I am in no hurry. I am very happy where I am.
"The timeline at the moment is just to keep our place in Segunda this year."
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