Literal Translation:
* He/She always laughs at me when I arrive at school.
More natural English:
* He/She always laughs at me when I get to school.
* He/She always makes fun of me when I come to school.
* He/She's always laughing at me when I walk into school.
More informal English:
* He/She's always cracking jokes at my expense when I arrive at school.
* He/She always has a laugh at my expense when I show up at school.
The best option depends on the context and the specific meaning you want to convey. If it's just a friendly laugh, the first few options might be appropriate. If it's more about teasing or making fun, the latter options are more fitting.