Get married out of Doha and stay out of Doha (find a job elsewhere). Some countries allow Muslims to marry Christians without converting - like South Africa, I believe. Qatar does not allow it (and neither does mine).

Your alternative is to convert - but like Marooz said - only do so if you really have faith, and not just to get married ie. we suggest you don't use it as a means to a temporal (earthly) end. Good luck in your decision.