Rayo are struggling for league form after winning just one of their last seven matches, a run which has seen them drop to 19th in the standings, but only one point from safety.
The Madrid side needed late goals from Adrian and Alberto Bueno to win 3-1 in the second leg of their fourth-round cup tie against Real Valladolid and Jemez believes the victory could be just what they need to start a good run in the Primera Division to help move them up the table.
He admitted he was not best pleased with his side's performance, but feels they can start to improve results if they can build on Thursday's win.
He told rayovallecano.es: "It is not custom just to try to play good football if that is not going towards getting results. And so far we have been struggling to reconcile the two.
"Hopefully this is the beginning of a run of games in which we can continue trying to do what we know and we hope that that can come accompanied by results.
"Because, although for me the most important thing - and I've always said this - is that the team plays well, it is clear that here we played to win, to get a result and we've finally had success.
"This result has to be a starting point to get three points on Sunday."
Bilbao are flying high as they sit fourth in the table, but are still eight points from third-placed Real Madrid, and coach Ernesto Valverde is hoping they can head into the winter break with a positive result.
Los Leones, who extended the contract of France Under-21 defender Aymeric Laporte on Friday, take on Rayo on the back of a 4-1 aggregate Copa del Rey victory over 10-man Celta Vigo and a four-match unbeaten run in the league.
Defensive midfielder Carlos Gurpegi is doubtful for Bilbao after sustaining a calf injury.