Yes, "having seen him" is a gerund phrase in this example. Yes, it exhibits the perfect aspect in the same way that a finite present perfect construction does.
I have seen him.
I remember having seen him.
Working from the inside out, "him" is the object of the verb to see. The form of the verb to see in both of these examples is the so-called past-participle form, "seen". The resulting participial phrase "seen him" in turn acts as the object of the verb to have.
This general pattern holds across all tenses:
I had seen him. -- past perfect
I have seen him. -- present perfect
I will have seen him. -- future perfect
It works even when there is no tense:
having seen him -- perfect gerund phrase or perfect present participial phrase
to have seen him -- perfect infinitive phrase
It even works when the finite verb is a modal auxiliary:
I may have seen him.
I might have seen him.
I should have seen him.
Your example isn't a combination of the present perfect and the gerund. Neither the gerund nor the so-called present participle have any tense.
You're looking at the combination of a tenseless verb form and the perfect aspect.