Arnold, whose playing career included stints in the 1980s with Dutch Eredivisie clubs Roda JC Kerkrade and NAC Breda, is said to be attracting the interest of unnamed clubs.
But the A-League championship-winning coach declared that he will be calling Sydney home for the next two years.
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"Agents call all the time, asking what your contract situation is and where you're at," Arnold said.
"I'm a Sydney FC coach and I'm there on Saturday night, looking forward to the Melbourne City game.
"That type of stuff always comes out of Holland.
"It is mainly down to the fact that I've played there for six years.
"I had a good name when I played there and I've worked with Guus Hiddink and Han Berger."
Arnold, who has stated several times that he would like to coach overseas again eventually, had a traumatic experience in Japan after he signed on with J.League club Vegalta Sendai soon after leading Central Coast Mariners to the 2013 A-League title.
His stint with the battling club was brief and he returned to Australia to take up the reins of the Sky Blues last year.
"The Japan thing was a cultural issue that I could not deal with," Arnold said.
"It had nothing to do with the football side of it. I was working totally against my strength as a coach, which is man management.
"That's why I left, so I would not be too scared to try again."
His personal situation out of the way, Arnold spoke about the challenges his club will face as it tries to go one better than last season.
The Sky Blues crashed 3-0 to Melbourne Victory in the grand final but Arnold is looking ahead with positivity.
"Look, we obviously had a very good season," he said.
"Maybe that one day showed that we were not ready for the occasion.
"But I look at the overall season that showed we were one win from the championship.
"On one day we were beaten by the better team.
"Our 'goals for' were very similar to Melbourne Victory's and our defensive record was a little bit worse than theirs.
"This year I feel we have plenty of adaptable players who can help us take that step further."
Arnold however acknowledged that Victory will go into the 11th A-League as the team to beat.
"At this moment you have to say they are the best team because they won the premiership and the grand final," he said.
"But last year we played them four times and drew three games so we are not that far off.
"For me it is about us. If we turn up and prepare properly we're confident we can do anything in this competition.
"So our biggest opponent is ourselves."
