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The seeker of a new coach contacted the Chilean Manuel Pellegrini in London, but he has no intention of leaving the "Malaga" club.
Stratego agent Jesus Martinez said: "It is normal for teams looking for a coach to inquire about Pellegrini with me. However, Manuel is happy in Malaga and has a valid contract. He has put in a lot of effort and is satisfied with his work in the team."
The 57-year-old specialist, who previously managed teams like Real Madrid and Villarreal, has been working at the Spanish club since the end of last year.