@AntonPetrunin's comment points to, I think, another way to describe the counterexample given by Robert Bryant in his answer.
Consider a curvature-like tensor
$$
R_{ijkl}(dy^i\wedge dy^j)(dy^k\wedge dy^l)
$$
where $(y^1, \dots, y^n)$ are coordinates in a neighborhood of $0$. If $R$ is the curvature tensor of a Riemanian metric, then there exists a change of coordinates $y=\phi(x)$, such that $\phi(0) = 0$, $\partial_i\phi^j(0) = \delta_i^j$, and, with respect to the coordinates $x= (x^1, \dots, x^n)$, the Christoffel symbols vanish at $0$. It follows by the second Bianchi identity that at the point $0$,
$$
\partial_mR_{ijkl}-\partial_lR_{ijkm} = 0.
$$
Now consider a curvature-like tensor $R$ in a neighborhood of $0$ such that $R(0) = 0$ but for some choice of $i,j,k,l,m$,
$$
\partial_mR_{ijkl} - \partial_lR_{ijkm} \ne 0.
$$
You can now verify that this inequality will still hold at $0$ for any change of coordinates. Therefore, this tensor cannot be the curvature tensor of a Riemannian metric.