Saudi
Concise Oxford English Dictionary © 2008 Oxford University Press:
Saudi /ˈsaʊdi, ˈsɔːdi/
▶noun (pl. Saudis) a citizen of Saudi Arabia, or a member of its ruling dynasty. ▶adjective relating to Saudi Arabia or its ruling dynasty.
– origin from the name of Abdul-Aziz ibn Saud, first king of Saudi Arabia.
'Saudi' also found in these Oxford entries:

