javax.naming.NamingException: JBAS011843: Failed instantiate InitialContextFactory org.jboss.naming.remote.client.InitialContextFactory from classloader ModuleClassLoader for Module "deployment.omega.war:main" from Service Module Loader
Thanks to this link, the solution is quite simple, only put the INITIAL_CONTEXT_FACTORY to org.jboss.as.naming.InitialContextFactory.
One additional note, put the JNDI name with prefix java:/ or java:jboss/.