Unbeaten Sydney have lost central defender Matt Jurman - who has headed to South Korea to play for the Suwon Bluewings - and while Arnold was coy on his replacement, he insisted that his side's miserly defence would remain intact.
"We've had many games this year where Danny Vukovic hasn't had to make a save and the same will happen on Saturday night." Arnold said.
"We've conceded seven goals in 14 games.
"We've got a brick wall."
Sydney midfielder Brandon O'Neill got the job done at centre-back against Central Coast Mariners, but Arnold said he would also consider Aaron Calver and youth internationals George Timotheou and Patrick Flottman for the role against the Wanderers.
"I've still got 48 hours to think about it," Arnold said.
"I've got some fantastic under-20 kids ... who have been waiting for their chance for a long, long time and were part of a youth team that won six trophies last year.
"We've got plenty of options and I'm very happy.
"Our players have a huge amount of belief in each other and the occasion."
The Sydney derby is expected to draw about 40,000 fans to Allianz Stadium, despite being played at the same time as the red-hot Cricket Big Bash League's Sydney derby next door at the SCG.
Sydney remain unbeaten this season after 14 rounds, with a seven point lead over second-placed Melbourne Victory, while the Wanderers have only won two games this campaign and a without a derby win for three years.