Transition from Regional Bank Structured Finance → MM/UMM Private Credit (KKR/Apollo Path?)

So I'm currently in the interview process for a CB analyst role at a small regional bank (5B AUM) who's structured finance team is operating at the LMM. Their bread and butter seems to be primarily search funds and I was wondering if the transaction to PC would be seamless? Would LevFin at a MM be possible as well?

 I'm hoping to one maybe break into apollo/kkr but I'm unsure if I need to continually jump upstream to a larger bank doing CB or a LMM PC firm( if thats even possible) or do an mba. 

Any advice would be appreciated thanks!