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Natalia was born in Russia and moved to Los Santos at an unknown time.
Not much is known about Natalia, besides her being Martin Madrazo's lover and living in his mansion in Vinewood Hills.
In GTA Online, after the completion of the mission Out of Court Settlement, Martin Madrazo refuses to admit that the house is for Natalia, telling the player the house is for a "business associate" that he likes. He also asks the player to keep that between them, obviously hiding his affair from his wife.
Events of GTA V
When Michael De Santa is chasing Kyle Chavis after he was sleeping with Michael's wife, Chavis hides in her mansion. Michael, thinking the building is Kyle's property, pulls down the residence's pillars, destroying it. Natalia takes the phone from Chavis, who is telling Michael that it was not his home that was destroyed, and she tells Michael that Madrazo gave the "green light" (a hit).
When Martín confronts Michael and Franklin, demanding that he funds the rebuild of the residence, Natalia spits on a fallen Michael after Madrazo hits him with a baseball bat. It is mentioned she would be living in a hotel until the house is fully repaired again.