First thing is, you need to check your contract. Some of the airlines in the UAE have restrictions namely " a one year restriction" between jobs in the UAE. They may not sign the visa transfer form. But on the other hand, pilots are regarded as one of the professional professions which are exempt from being banned unless you do something illegal. First thing is that you should check your contract. If it does not prevent you then you should be ok.
I am curious however. Are you with Air Arabia? I should be starting there soon, so I would be curious why you would be leaving. You can PM me!