Leon Trotsky?
Not really. Was reading an article in The Athletic about Craig Johnston earlier and he mentioned playing at Liverpool when Daliglish was Player Manager.
IIRC it was unusual for a club to have a Player Manager, but certainly there are no high profile ones I can think of now. I remember when Platt was Player Manager in his first season, and got irritated at how we were playing against Palace away only to sub himself on and show the rest of the team how it should be done (he was a very good player if a very mediocre manager).
I'd guess that the demands of management today make it a very difficult task; I'm sure there may still be some Player Managers in lower leagues, but they seem to have died a death in the higher leagues.