Feudal Roman military 'knight' class

I am aware of Roman title of ,knight' referred to a nobility class of finacial wealth. They originated from wealthy men, who could finance their own enquipment in times of war. What if a real knighted 'warrior class' developed during the span of Roman Empire (and Byzanz). Requirements are, that they are commited to a specific code of honor and a seperate military curriclae like the Western European knight during medival Age or the Samurai. The Pretorians of the Imperial Age (later Excubitores of Byzanz) had some kind of honor and served as an Elite Guard, often becoming a state in the state. Problem with a real knight class in roman Empire is their lack of domestic cavalry tradition, which exclusively had been an auxiliary task. The armored Sarmatian cavalry of later Imperial Age and Byzanz came close to what knights look like and sometimes are connected with the legend of King Artus. Also allowed for the challenge are a class of warriors, that primary fight on foot.
 
The problem with this is the notion of “Knights” has roots in a feudal aristocracy where warrior elites can devote their time to warring (so goes the traditional model anyways, it’s heavily criticized now though) - the Imperial system of the Roman Empire and later the Byzantines contrasts this with an aristocracy made up of imperial functionaries where only some were military commanders and even then the nobility weren’t exactly combat units like they can be considered in medieval Western Europe.

The closest to this we saw in real life was the system of Themes and Tagmata that the Byzantines employed where commanders governed provinces each with a force of elite cavalry and infantry to defend themselves from raids and provide troops to the Emperor should the need arise. This isn’t exactly a system of knighthood though considering the cavalry wasn’t exclusively nobility, they didn’t finance themselves, have a code of honor, etc.

I think in order to fulfill this, you’d need to somehow phase out the traditionally bureaucratic Imperial government for a more “feudal” one where fealty and warrior classes developed much more distinctly. My money would be placed on a PoD in Late Antiquity where the Eastern Roman Empire collapses in some way (Constantinople falls to the Huns perhaps?) and out of the ashes is born a system akin to what we saw in Western Europe where the Emperor relies on local strongmen and warlords to hold territories it develops into a feudal system of sorts (with its own oddities of course).
 
The problem with this is the notion of “Knights” has roots in a feudal aristocracy where warrior elites can devote their time to warring (so goes the traditional model anyways, it’s heavily criticized now though) - the Imperial system of the Roman Empire and later the Byzantines contrasts this with an aristocracy made up of imperial functionaries where only some were military commanders and even then the nobility weren’t exactly combat units like they can be considered in medieval Western Europe.

The closest to this we saw in real life was the system of Themes and Tagmata that the Byzantines employed where commanders governed provinces each with a force of elite cavalry and infantry to defend themselves from raids and provide troops to the Emperor should the need arise. This isn’t exactly a system of knighthood though considering the cavalry wasn’t exclusively nobility, they didn’t finance themselves, have a code of honor, etc.

I think in order to fulfill this, you’d need to somehow phase out the traditionally bureaucratic Imperial government for a more “feudal” one where fealty and warrior classes developed much more distinctly. My money would be placed on a PoD in Late Antiquity where the Eastern Roman Empire collapses in some way (Constantinople falls to the Huns perhaps?) and out of the ashes is born a system akin to what we saw in Western Europe where the Emperor relies on local strongmen and warlords to hold territories it develops into a feudal system of sorts (with its own oddities of course).
The Western Roman Empire even had tendency towards feudalism even in Late Antiquity.Maybe a unstable surviving Western Empire, which feudalizes, could lead to a scenario like this ?
 
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