The Portuguese arrived in Brittany in December and has transformed Les Canaris from relegation contenders to mid-table hopefuls.
However, his exploits have not gone unnoticed and he has been linked with a potential move away, with Leicester believed to have considered appointing him as Claudio Ranieri's replacement.
Despite the speculation, having been promised funds to strengthen the squad in the summer, Conceicao says that he is hoping to be put in a position to stay at Stade de la Beaujoire - Louis Fonteneau.
He told Canal+: "If President Kita does not change his mind, I'll be here next season. I must say thank you to the management of the club and to France for giving me the opportunity to work here.
"I want to stay. When you say thank you, it would not be fair to leave like that after five months of work."