In a statement, Havas said that Heekin has quit immediately "to pursue other opportunities in the industry", and following "a mutual agreement between the two parties".
This comes just days after Euro RSCG Worldwide told the media that Heekin was on holiday with his family.
It is widely anticipated Heekin is set to succeed Ed Meyer as chief executive at WPP's Grey Global Group.
Heekin, who was recently overlooked for a place in a new management line-up in Havas, is reported to have already held talks with WPP Group chief executive Sir Martin Sorrell and Meyer within the last two months.
Havas CEO Philippe Wahl said: "Over the last two years, Jim installed the necessary groundwork to help guide Euro RSCG through a period of transition. We thank Jim for his contribution and wish him well in the future."
Wahl said a top-level management reshuffle following Heekin's resignation has now been completed.
Brit David Jones, CEO of the agency's flagship New York office, has been named CEO of Euro RSCG Worldwide, and Remi Babanet, president and creative director of BETC Euro RSCG, has been appointed as chief creative officer.
Mercedes Erra, Euro RSCG France chair and president of BETC Euro RSCG, as well as Euro RSCG France CEO Stephane Fouks have been named executive co-chairmen of Euro RSCG Worldwide.
"My time with Euro RSCG Worldwide has been a valuable experience. Today, Euro RSCG is headed in a positive direction, both professionally as well as from a business standpoint," Heekin said.
There was no comment available from WPP at time of writing.
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