PE - Doha

I know a few people in PE / HF in the Gulf (all or in Dubai or Abu Dhabi, but I assume Qatar is more or less the same). On comp, expect to be paid around the same (in USD). In the boom years, some firms would offer a significant premium to attract talent, but I understand that things have slowed down quite a bit and that firms are now taking into consideration the no tax thing (ie. you might take a small discount on the top-line number, but still come out way ahead on a net basis). Most people I know get a mix of of housing allowance, staff (driver, maid) and free flights home in addition to normal benefits (healthcare, etc) so your income becomes almost exclusively discretionary. Size and generosity of benefits obviously depend on seniority. Small sample size, but people I know of Arab / North African / Indian descent who went there complained of having much worse expat packages than people of European descent.

On the downside, people generally don't value experience in the Gulf very well (especially if it was gained at a local firm or SWF) and will discount it so it can be very hard to move back to a developed market. Obviously, you have to live there and the culture is very different. Personally, I have only been to Dubai and honestly, you would have to pay me an absurd amount of money to live there, but to each its own.