We're onboard, the stateroom clocks, while nice are NOT convenient. They are analog unlit clocks mounted in a wooden propeller. I don't know if they even have an alarm.
You have two choices,
a) Bring your own.
b) Set the alarm in the stateroom tv to go off on the 'music' channel which also has the ship's time running now.
I'd recommend A if you're not familiar with setting one on a tv. But it's not too hard.