Hi bud,
I'm an Msc Finance student at IE Madrid (Formerly Sept'20 intake but deferred to April'21 intake). But I do have a ton of friends in MiM right now and most of them are in the same boat as you. Although an exchange semester does look like a good idea, the chances of it helping you land a job are comparable to if you'd do that semester at RSM. RSM is one of the best B-schools out there and I'm sure you'll get plenty of networking opportunities there. Moving to another school for a sem poses a couple of challenges, namely:
1. A new city means you'll need time to adjust. Time that could've been spent networking for your job. This adjustment may be in the form of language, cultural shock, meeting the right people to network or just any n number of reasons.
2. Netherlands is one of the best places to look for a job right now. And RSM puts you in that unique position to be in that country while you complete your Msc. So do consider that as well.
I believe there are certain benefits of an exchange semester. But keeping in mind the Covid restrictions and uncertainty all over the world, my 2 cents would be to stay at RSM and network as much as you can.
Good luck for whatever you choose.
Cheers!