The former Chelsea, Napoli and Parma playmaker signed a two-year deal with the seven-times Qatari champions on Tuesday, bringing with him another ex Italian forward Pierluigi Casiraghi to assist.
"I know I'm taking a big gamble by leaving behind offers from Italy and England and taking up a coaching position in Qatar," Zola, who was most recently working as a television pundit in Qatar, was quoted as saying by Doha Stadium Plus on Wednesday.
"It's a calculated risk. I believe in myself, my staff and the Arabi management. I'm not a total stranger to Qatar either. I've good knowledge of the Qatar Stars League and its teams. I've a feeling we'll do well."
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Zola has struggled for management success in England with West Ham United and Watford and at home with Cagliari, who sacked him in March.
The Italian joked he hoped his new bosses, who dismissed another former Chelsea player in Dan Petrescu before finishing eighth in the 12-team league, would add some star quality to the squad.
"If the club is willing to buy Lionel Messi for me, that'll be my first requirement. I'll then be the happiest man on earth," he said.
"But for me, the real challenge is to improve the quality of local players. It's key to our ability to win major titles in the long run. Foreign players can only help to a certain extent. My staff is experienced at developing raw talent. We can really make a difference."
It is a gamble perhaps to head off to the Middle East, a rather obscure outpost in world football, but it will boost Zola's bank balance while he can also sharpen up his coaching skills at clubs that can attract some fine players. It wasn't so long ago that the England coach Roy Hodgson spent two seasons in the United Arab Emirates, and it has hardly done him any harm. Xavi is representing Al Sadd this season. Fair enough, he might be topping up his pension, but that should not detract from the qualities he will bring to the Qatar league. Trying to improve the youth of any league is never time wasted, and Zola will hopefully add to his experiences as a young coach by spending a season or two in Qatar.
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