Looking to move from central bank to the private sector

I work in macro modelling and forecasting at a central bank. I'm an excellent coder, and I have extensive hands-on knowledge of the main models that are used where I work. I'm secure in my job, but I feel a bit stifled with my work environment - it has an academic orientation that I don't like, and I believe that my long-term career options are limited since I do not have a PhD. What options are there for someone with my experience to move into the private sector? I'm thinking a quantitative modelling fund, or something of the like. I'm confident in my skills, but it isn't so clear how my domain-specific knowledge would transfer.