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The answer to this is in fact yes, you do. I am in exactly this position. I'm 20 years resident here, have a couple of private UK pensions and full basic UK contributory pension and next year I start claiming the Irish Contributory pension. When I discussed my UK pension rights I always dealt with Newcastle. But when I claimed it, I had to apply to Sligo Pensions dept for an EC pensions claim form. I then returned this to them and they forwarded it to the UK. In due course I received the pension (together with back payment). That is how EC pensions are claimed.
The pension is paid from the UK direct into my UK bank account (in Sterling) where much of it stays to fund the time I spend over there - and also as insurance in case the Euro collapses. No tax is deducted in the UK. I then declare the amount together with my other pensions on my annual tax return here. You can keep the money in whichever country you like, but you pay tax on all of it to the country in which you are "resident for tax purposes".