Ronny Rodelin struck for the second time in a week to give Caen back-to-back Ligue 1 wins.
PSG returned to their ruthless best as they swept aside Marseille in Ligue 1.
American businessman has vowed to spend €200 million on strengthening the OM squad in the first four years of his tenure.
Former Manchester United attacker made it three goals in seven league games since arriving from Old Trafford in January.
Conceicao, who had previously coached in his native Portugal, was appointed by Nantes in December when he replaced Rene Girard.
Fit-again Argentina international Javier Pastore guided Paris Saint-Germain to a historic 5-1 win over Olympique de Marseille on Sunday.