As Kosovo pursues NATO and EU membership, its top challenges stem from Russian aggression and the return of ISIS fighters, its prime minister said during the Munich Security Conference Saturday. Asked by CNBC about which one the country's government saw as the greater threat, the prime minister replied, "For us it's both." "What we call the Taliban or Islamists' agenda, it was very aggressive toward us," Ramush Haradinaj told CNBC's Hadley Gamble. Despite the focus on homegrown jihadists out of countries like France, Belgium and the U.K., Kosovo actually had the most citizens per capita fighting in Syria of any European country. The officially secular majority-Muslim country has been under pressure to eradicate radicalization in the country as it endeavors to join the EU. As previously arrested extremists are released from prison, observers worry about the future of the country's security.

Kosovo Prime Minister Ramush Haradinaj speaks during an interview with the AFP, in Pristina on January 25, 2019. - A deal between Serbia and Kosovo is possible this year but cannot include border changes, Kosovo's premier Ramush Haradinaj told AFP in an interview, warning that territory swaps could revive old demons in the war-scarred Balkans. ARMEND NIMANI/AFP/Getty Images

"But as well, the Russians are very aggressive," Haradinaj continued. "They base most of their activities from Serbia, they have 3,000 — they call it humanitarians in Serbia, most of them are actually members of security services, Russian security services. They are hostile toward us," he said. "But we have done our homework, we are not alone. We work in close partnership with U.S. and other allies, mainly NATO allies." While the prime minister did not elaborate on his claim about the Russian security forces in neighboring Serbia, Moscow has donated fighter jets to the Balkan country and refuses to recognize Kosovo's legitimacy as a country. The Kremlin is accused of deploying a number of tactics to deter populations in eastern Europe and the former Soviet Union from growing closer to the West, including what Western and many Eastern European officials describe as influence operations and information warfare. Moscow denies any malign influence activities in Europe, accusing Western countries of "anti-Russia hysteria."

Peace deal with Serbia and EU membership

Kosovo, the small country of 1.8 million, is currently pursuing a peace deal with neighbor Serbia, with whom it fought a bloody war for independence in 1998-99 that was only ended with a 78-day NATO bombing campaign over Serbia. Kosovo declared independence in 2008, and is recognized by 110 countries, including the U.S. and excluding Serbia and its ally Russia. It has yet to become a UN member state. A peace agreement is essential for potential NATO and EU membership for both Serbia and Kosovo, and the leadership of both countries have expressed their willingness to reach a deal. "After 20 years of Kosovo war been ended, it's finally time for a final agreement between us and Serbia," Haradinaj said. "However an agreement isn't just a new agreement, it's mainly establishing relations between two nations — we are neighbors but we can live in good relations, so this is our hope."

In Russia's shadow?

Relations between Russia and Serbia are friendly, representing one of the few strong partnerships Moscow still has in Europe and particularly the Balkans, an area President Vladimir Putin sees as vital to maintaining Kremlin influence abroad. Putin views NATO expansion as a threat and an affront to Russia. Serbia is currently pursuing EU but not NATO membership. During a January visit by Putin to the Serbian capital Belgrade, the Russian leader lamented what he called Western aggression toward Russia and its push to expand NATO, saying that "The policy of the United States and some other Western nations aimed at asserting their dominant role remains a serious destabilizing factor here." Putin has similarly criticized the 2017 ascension of Montenegro to NATO, and no doubt disapproves of Macedonia's recent steps toward membership after it ended a long-running dispute with neighbor Greece. Serbia, for its part, has said it aims to move toward the EU while maintaining good relations with Russia. Some 5,000 NATO troops remain in Kosovo, including about 600 Americans. Forces from the transatlantic alliance have been stationed in the country since 1999. Russia has often labeled this presence a violation of international law. Kosovo's gratitude toward the U.S. for its 1999 intervention is such that it built a 10-foot tall statue of former U.S. President Bill Clinton in its capital Pristina, and declared a national day of mourning for the late President George H.W. Bush on December 5 of last year, flying its flags at half mast.

A US flag is placed next to the statue of former US President Bill Clinton in Pristina, Kosovo, on July 4, 2012 to celebrate the US Independence Day. ARMEND NIMANI | AFP | GettyImages