The Spanish coach is being linked with Bayern Munich and Porto.
But Valverde said today: "I take it calmly, my priority has always been Athletic."
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Valverde is also helping for Jose Luis Mendilibar after reaching the Europa Conference League final with Olympiakos.
He stated: "Incredible. Apart from Athletic, my team is Olympiakos and the fact that it is in the final and that it was with Mendi is the best. The club has been pursuing him for a long time, the Greeks are proud, they want to be seen in Europe and if so, in such a brilliant way... Last year they played in the Europa League final, now the Conference final...
"Mendi only needs the Champons."