If your Sponser allow you to change your sponser from them to other company, it okey and they can give you No Objection Letter (NOC).

but if your campany not let you to do so, they may cancel your visa work and send to your home country.
some how, some compnies they never give any NOC to their employees if they brought in qatar. but some Companies will give you release if they hire you in qatar.

all and all its the company's right to release or to cancel your visa as per my knowledge.

good lucky