Unfortunately the Rulebook lacks rules for these.
My first impulse would be to make Rough Riders a Special Equipment Option, swapping what ever means of Transportation the Regiment has for Horses, swapping the Lasgun for Hunter Lances and adding the Wrangling skill from Dark Heresy to the package.
My second impulse would be making rough riders, would be to make them a Regiment Type based on Mechanised Infantry Regiments, swapping the M36 and the two krak grenades for a hunter lance and a laspistol with two clips. The Chimera would also be substituted for either the Bikes from the Gamemasterscreen adventure or an Horse like Mount. Abilitie wise, swapping the Skill and Talent for the Wrangling Skill/ Operate Surface from Dark Heresy and the Talent for a "Rough Rider" talent negating the usual penaltys for mounted combat.