Expatriate

An ex-pat is someone who lives outside his home country for an extended period of time.

Think: Hemingway's characters in The Sun Also Rises. Or the Manga fanboys who move to Japan. Or migrant workers. Or asylum seekers.

In finance terms, most countries have special labor laws that apply to foreign nationals working there (guest worker visas, etc.). Intricate tax situations might come up. In the United States, for instance, there is a foreign earned income exclusion for U.S. citizens working outside the country.