The Brazilian goalkeeper arrived in the Premier League over the summer in a surprise switch from Inter Milan.
The UEFA Champions League winner has graced the very top of the game and was expected to join another title-chasing club after taking the decision to leave Italy.
He admits he could have made a move to the Emirates, but says he was enticed to Loftus Road as there is greater scope to fill a directorial role there once he hangs up his gloves.
Cesar told The Sunday People: "I accepted this proposal because I wanted to live in London.
"I have an amazing way of life here and I'm giving my family a great opportunity to grow up culturally.
"I talked with Arsenal in the last transfer window, and they were really happy about me playing for them, but at the last minute I moved to QPR.
"QPR has a project, and I dream about that project coming true. But I came here because I was thinking about my future once I quit football, that's true."
He added: "The directors have signed 11 footballers, and when you put them all into a team, it will be difficult for that team to work immediately.
"That's why QPR haven't won yet. We don't have an identity yet. But let me tell you we are on the right track.
"The fact that I can speak Portuguese, Italian and now English will give me opportunities in the future to be a director once I quit football. Even at QPR I could work as a director."