Preheat the oven and prepare the brownie batter according to the box instructions. Line pans with parchment paper and bake until cooked through. Cool completely before slicing.

Combine milk, cream cheese, sugar, and peanut butter in a mixing bowl; beat until smooth. Fold in thawed Cool Whip until fully incorporated.

Layer the cooled brownie in a springform pan, spread a layer of peanut butter ice cream, then drizzle with caramel and chocolate syrup. Add chopped Snickers. Repeat layers and freeze until firm.