[2] Jegunova has taken part in numerous master classes with eminent pianists such as András Schiff at the Prussian Cove International Musicians Seminar, an annual event,[3] Ferenc Rados, Eliso Virsaladze, Mikhail Voskresensky, Benjamin Zander and Lazar Berman.

In 2013, Jegunova gave a recital at the Edinburgh International Festival[4][5] which was met with enthusiastic critical acclaim,[6] played the same year in the "Noureev & Friends" concert performance in the Palais des congrès in Paris,[7] and in 2015 for the Latvian EU Presidency's annual Burns supper in Brussels.

On 2 December 2015 Jegunova launched a charity called OlgaRhythm which aims to support talented music students of any age and ability.

[11] Jegunova has worked with Alina García-Lapuerta and re-created, with the soprano Kirstin Sharpin, the "Lost Song" originally sung by Maria de las Mercedes Santa Cruz y Montalvo.

[13] Jegunova was invited to work as a presenter at the 2015 International Tchaikovsky Competition in Moscow, where she interviewed Vadim Repin, violinist and member of the jury,[14] and Maxim Vengerov.