Hellrider has an ability that triggers when a creature controlled by Hellrider’s controller attacks (this includes Hellrider itself). Like similar ‘whenever… attacks’ abilities, this ability triggers when attacking creatures are declared, and will resolve before blocking creatures are chosen.
It is important to note that once this ability triggers, it will still resolve no matter what happens to any of the creatures involved. Removing Hellrider and/or the attacking creature that caused this ability to trigger will not prevent this ability from resolving or prevent the damage to the defending player.