do you know what his job is?疑问词不应该放在插入语前面么?为什么不是么?就像what do you think about it?

这个没必要纠结，do you know在前面，后面作为一个know的宾语从句存在，由what引导，顺序自然是what his job is的陈述语序

在这里what his job is 是 宾语从句，做do you know 的宾语；注意 do you know 不是插入语，这是问题的关键。

不是的,do you think 是插入语,可以直接忽略,剩下的是what about it,不对,应该是what do you think of sth,而不是about sth

该句中，what his job is是由what is his job改成的陈述句语序。你们老师在这方面应该会讲一下。
再举个例子:Did you hear what he said?(你听到他说的话了吗)此处What did he say改为陈述句语序What he said。
具体语法方面我也说不大清。你可以尝试把那个what he said看作宾语。问句做宾语时改为陈述句语序。