We present a detailed analysis of three XMM-Newton observations of the black hole low-mass X-ray binary IGR~J17091-3624 taken during its 2016 outburst. Radio observations obtained with the Australia Telescope Compact Array (ATCA) indicate the presence of a compact jet during all observations. From the best X-ray data fit results we concluded that the observations were taken during a transition from a hard accretion state to a hard-intermediate accretion state. For Observations 1 and 2 a local absorber can be identified in the EPIC-pn spectra but not in the RGS spectra, preventing us from distinguishing between absorption local to the source and that from the hot ISM component. For Observation 3, on the other hand, we have identified an intrinsic ionized static absorber in both EPIC-pn and RGS spectra. The absorber, observed simultaneously with a compact jet emission, is characterized by an ionization parameter of 1.96< log({xi}) <2.05 and traced mainly by Ne X, Mg XII, Si XIII and Fe XVIII.