  Ultra-Luminous X-ray sources are thought to be accreting black holes that
might host Intermediate Mass Black Holes (IMBH), proposed to exist by
theoretical studies, even though a firm detection (as a class) is still
missing. The brightest ULX in M82 (M82 X-1) is probably one of the best
candidates to host an IMBH. In this work we analyzed the data of the recent
release of observations obtained from M82 X-1 taken by XMM-Newton. We performed
a study of the timing and spectral properties of the source. We report on the
detection of (46+-2) mHz Quasi-Periodic Oscillations (QPOs) in the power
density spectra of two observations. A comparison of the frequency of these
high-frequency QPOs with previous detections supports the 1:2:3 frequency
distribution as suggested in other studies. We discuss the implications if the
(46+-2) mHz QPO detected in M82 X-1 is the fundamental harmonic, in analogy
with the High-Frequency QPOs observed in black hole binaries. For one of the
observations we have detected for the first time a QPO at 8 mHz (albeit at a
low significance), that coincides with a hardening of the spectrum. We suggest
that the QPO is a milli-hertz QPO originating from the close-by transient ULX
M82 X-2, with analogies to the Low-Frequency QPOs observed in black hole
binaries.
