Hit by RIF, Fixed Income Asset Manager Interview prep help needed

Long-time lurker, first-time poster. As the title says, I have been unfortunately let go due to a broader RIF in my shop. Obviously been a tough and humbling experience, but am looking for help to get back on my feet.

I was on a FI team that invested in non-IG debt. Love what I do, so am looking for another role in a similar vein as my current skillset would be most easily transferrable. My experience is largely in broadly syndicated, performing credit. Limited experience in distressed or mezz debt, so these will likely be tougher for me.

Ideally, I'm looking for buy-side asset manager roles with a focus on HY, leverage loans, or private credit. Large asset managers, credit arms of PE shops, and CLOs at an associate lv role are probably what I'm going to be targeting realistically.

Problem at hand: I know how to look at credit/important elements in a credit investment/drafting up investment theses, but the strategy at my previous role was very qualitative. If I was given a case and a CIM and told to draft up a written thesis/questions for management, that's probably what I would feel most comfortable with during an interview. While we did have models, it was mostly fairly straightforward Rev to FCF models, with simple paydown projections using fairly conservative assumptions. The models are fairly templated/simple, we aren't building complex projections or sensitivity analyses. My concern is that my Excel/modeling ability will not be enough for the interviews ahead and I'm hoping to get some insight from the community who have been through this process.

What I need to know: What kind of modeling/technicals should I expect in the interviews for these types of roles? Will they mostly be simple Rev to FCF models? Will I need to know how to build LBOs from scratch for private credit-type interviews? I don't get the sense that most FI shops are building LBOs on a day-to-day basis as you are just investing in a portion of the cap structure, so I'm not sure they would expect a lateral hire to just spit out LBOs on command assuming they don't have an IB background. Will I be expected to build out sensitivity tables on interview day?

Next Steps: what kind of materials/online courses would be the most helpful into shape for these interviews? Most Wall Street courses seemed focused on PE/IB. It seems that buy-side credit/private credit interviews are less focused on by this forum vs PE/IB, so I get the sense that there are fewer resources and prep materials…

Want to thank this community for the help. At a pretty tough part of my career rn so any help would be greatly appreciated.