The 33-year-old left Italian club Inter Milan to sign a four-year contract with the Premier League outfit.
"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," he told The People.
"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.
"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."
Julio Cesar won Serie A five times and the Champions League once with Inter.