The creature turned out to be Plagionotus arcuatus, a type of longhorn beetle Cerambycidae. The species doesn't have an English name but in French it is called le Clyte arqué. 'Clyte' refers to the particular taxinomic tribe of longhorns it belongs (Clytini) to and 'arqué' means bowed or arched, clearly a reference to the shape of the yellow markings.
The larvae eat the wood of freshly cut oak and beech, so I assume my beetle emerged from our firewood. The adults can be seen in France from May to August. The species was evaluated in 2010 for the IUCN European Red Lists, but is not considered at risk (listed as 'least concern').