Looking to transition from government to private. Where to start?

I’m presently working as a government regulator, and have been for the past 5 years. Over that time I’ve built up specialty skills as a commercial credit analyst. I’m looking to transition out of being regulator and go to the private side, as I feel my growth here has reached a limit. Does anyone have a suggestion as to where to begin? Im confident in my skills and abilities, but not quite sure where to begin