Renard left his position as Zambia coach to replace Eric Hely at Sochaux, who are 19th in Ligue 1 after collecting just five points from their opening nine games.
His first game is at home to leaders Monaco next weekend, but Renard is happy to have the opportunity to prove himself in France.
"I was not forced to come," Renard told reporters. "I could have carried on in Africa, I had a lot of offers.
"It is a personal challenge. I like the values of the club and they look like mine. There is a soul and I like that. It is an amazing challenge and I like challenges.
"My objective is to improve, even in Europe, and one day go much higher.
"We are probably not part of the best teams in Ligue 1, but I believe the club's objective isn't to aim higher than its means."