1.You should do a little research for the pilot (junior first officer) in the middle east specifically before you commence training, check your budget.
2.Try to see in
www.bestaviation.net and ask your GACA on how to convert your foreign license to Saudi Arabian or GCAA licenses - I would recommend FAA training in case you want to convert to GACA license.
3.Check what type of training you want to do modular or integrated.
I was flying for a private airline in KSA , and even today in an-almost recover economic downturn, the middle eastern airlines are still hiring (for nationals at least).
Hope this helps.
Safeflight!