French customs agents have arrested an armed "jihadist" from northern France who is suspected of killing four people at the Brussels Jewish Museum, authorities announced on Sunday.

The suspect, named as Mehdi Nemmouche from Roubaix, was arrested on Friday during a chance check by customs agents searching for illicit drugs at the main Marseille bus station. He was on a coach travelling from Amsterdam to Marseille via Brussels.

Authorities said he had a Kalashnikov and a pistol in his possession, identical to the weapons used in the museum attack on 24 May in which two Israeli tourists, a French volunteer and a Belgian museum employee were shot dead. The suspect also had in his bag a GoPro camera and a large quantity of ammunition. All the items in his possession have been sent to Lyon for analysis.

Nemmouche was known to French counter-terrorism police, who had placed him under surveillance after his return from Syria last year, where he was suspected of having joined Islamist fighters. Previously, he was reported to have travelled to the UK, Belgium, Lebanon and Turkey after serving a five-year jail sentence in Roubaix, about 60 miles (100km) from Brussels. Some media reports put the suspect's age at 32, others at 29.

The French president, François Hollande, praised the work of the French authorities, saying the "presumed killer" had been arrested "as soon as he set foot in France, which happened to be in Marseille".

BFMTV reported that the suspect was carrying a selection of newspaper articles about the museum killings, which were filmed by the building's surveillance video cameras. He may have been attempting to flee to Algeria. Nemmouche can be kept in custody until Thursday under French anti-terrorism laws. He is being questioned by counter-terrorism police in Levallois-Perret outside Paris.

Police have been trying to establish whether the Brussels attack was an isolated act by a "lone wolf" or whether the killer belonged to a radical Islamist network.

Hollande, speaking during a visit to Normandy before D-day commemorations next Friday, warned that France would show no mercy to French Islamists who travelled to Syria to take up arms against President Bashar al-Assad. "The whole government is mobilised to follow jihadists and prevent them from harming, in particular when they come back to France or Europe," he said.

Several hundred French nationals are believed to have joined Islamist fighters in Syria, including the sister of Mohamed Merah, the French radical who was killed in a police siege after a shooting spree in which he murdered three French soldiers and Jewish civilians in Toulouse and Montauban in March 2012. Souad Merah disappeared from France last month after saying she was proud of her brother.

The arrest of Nemmouche prompted French media to raise comparisons with the Merah case. Commentators pointed out that Merah and the suspect in the Brussels Jewish museum shootings came from similar backgrounds and had engaged in petty crime before becoming radicalised.