It's not recognized in mainstream dictionaries, but a word that some people use is horrormeister.
I would not normally provide a reference to Wiktionary, but I will in this case:
horrormeister (plural horrormeisters)
(informal) A person renowned for producing works in the horror genre.
2009 April 24, Peter Howell, “Things that go bump on the Croisette”, in Toronto Star:
Also out of competition, and screening in the midnight section, is Drag Me to Hell by U.S. horrormeister Sam Raimi, who took a break from Spider-Man to return to his ghastly roots with a chiller about a loans officer (Alison Lohman) condemned by a satanic curse after she denies a mortgage extension to an elderly woman.
It's formed from the words horror and meister:
: one who is knowledgeable about something specified
—often used in combination
So, it's not without syntactic precedence to form such a word, and it does have informal use.
In the following references, the emphasis on the word is my own, while any other emphasis is in the referenced material itself.
From Bunshinsaba: Ouija Board by Derek Elley (2004):
Highly awaited third feature by young horrormeister Ahn Byeong-gi, "Bunshinsaba" is a bust. "Bunshinsaba" lacks the chilling formalism of Ahn's "Phone" and instead plays like the more hysterical sections of his debut, "A Nightmare."
From 'Scream' Producer Sues Ex-Boyfriend for Stalking Her by Eriq Gardner (2013)
Maddalena is a longtime partner of horrormeister Wes Craven and has been a producer on such films as the Scream series, Dracula 2000 and The Hills Have Eyes.
From The 10 Best Plane Movies of All Time by Tim Griersen (2017):
9. Red Eye
Horrormeister Wes Craven shifted gears for this close-quarters thriller that takes its main character's fear of flying to scary new heights.
From 'Hellraiser' Reboot in the Works With David S. Goyer to Write by Etan Vlessing (2019):
David S. Goyer is set to write and produce Spyglass Media Group's re-imagining of Hellraiser, one of horrormeister Clive Barker's best-known creations.
The horror author Jason Gehlert describes himself as a horrormeister at his own website and in his biographical summary page:
As horrormeister Jason Gehlert’s library continues to evolve and expand towards new genres, his emergence as a literary voice continues to build momentum.
I'll get the conversation started by saying I don't think there is a word for that (yet).
I think the reason for this is that, if you imagine a hierarchy of genre descriptors for some work (a novel, for example), words like:
Are "higher level", or less specific, descriptors of the work, whereas words like:
Are "lower level", or more specific, and these ones don't have their own single word to describe someone who makes them.