At least, it looks exotic to me. I found it the other day sitting on a wooden pole in the countryside in the east of The Netherlands, which is not all that exotic a country to me.
It is the caterpillar of the lackey moth (Malacosoma neustria), ringelrups in Dutch:
Olympus Stylus 1s, 42mm, ISO200, f8, 1/50s
As so often, this very colourful caterpillar will change into a rather modest moth:
Photo by Algirdas, from Wikimedia Commons, under a CC BY-SA 3.0 license.
This is one of the most colourful caterpillars I have ever seen in The Netherlands, and also the first time I have seen this species.