No, it is school play dough that children use. I have made things with clay, the kind that is cured in ovens, also cold ceramic, but for this specific figure I used school play dough.

This type of clay is oily, that is, it releases oil over time. Therefore if it is left to dry on a shelf for a few weeks, it will be a little hard, not like clay or cold ceramic, but it will be a little more resistant. If you have more questions you can ask them.