Yeah, seems obvious to me as well.
It's pretty obvious he does. Heck, we hear him think "you're as soft-hearted as ever" after their first (?) meeting in this life (at the end of the debutante ball). There's no way he could've said that unless he had memories of their previous life.
I also think that when he said "I believe you shouldn't judge people before you get to know them. Otherwise, you'll have regrets" to Carnephelia about Marione, I feel like he might've been talking about his past self as well. He judged Carnephelia for being part of the royal family, and when she died, ended up realising everything too late and having regrets. He then found a way to turn back time for the both of them, which caused him to lose his divine powers in this life. (I don't know if this is what happened, it's just my theory!) ╥﹏╥
Lol
Idk why but I kinda feel like the ml also has memories from his past life