Who is Morgoth's 'Rider'?

And indeed the most ancient songs of the Elves, of which echoes are remembered still in the West, tell of the shadow-shapes that walked in the hills above Cuiviénen, or would pass suddenly over the stars; and of the dark Rider upon his wild horse that pursued those that wandered to take them and devour them

Sounds like either an umaiar or a combination of various different goons he sent out to capture the Eldar that they combined into one boogeyman like character. Still the idea of a singular mysterious nefarious Rider going around kidnapping baby elves is very cool to me and one of those tantalizing Tolkien mysteries.