So actually, there is Haunchi the Old One who takes the form of a jaguar. Those blessed by Haunchi were capable of passing through thick forests with ease. There is even the Jaguar Standard that gave a regiment the swiftness a jaguar to hunt down their enemies.
I've heard of others incorporating jaguar mounts into their armies rather than Cold Ones, but I haven't seen a picture of it that I recall.
I say go for it!