please advise.

I am an expat from UAE, have been in other GCC as well, in ME there are many corporates who has invested heavily in BI tools and the blue chip vendors of such tools have their presence as well by having their regional offices for sales and support. So there should be prospects , however in present situation you will have to test the waters properly and apply accordingly. Where ever you get landed in ME ensure the pros and cons of each of the ME countries. You will have tons of information about the ground realities about each ME country on this forum as well by searching on Google.

You have to decide what is more important, nothing comes free...when you sacrifice on some thing you gain on something that is the bottom line of ME life or probably other places as well

Grass is always green on the other side, what matters is how much is below your feet and how much you are able to cool your self with that.

Wish you good luck!