Situation: My AWS Lambda analyze a given file and return cleaned data.
Input: path of the file given by the user
Ouptut: data dictionnary
Actually in my lambda I:

save the file from local PC to an s3
load it from the s3 to my lambda
analyze the file
delete it from the s3.

Can I simplify the process by loading in the lambda "cash memory" ?

load it from local PC to my lambda
analyze the file
First of all, you might use the wrong pattern. Just upload file to S3 using AWS SDK and handle lambda with S3:CreateObject event.
AWS Lambda Python: Can I load a file from local PC when calling my lambda?