Triumphant cry of Carmen astride horse? (3)
I believe the answer is:
aha
'triumphant cry' is the definition.
(you might cry 'aha!' in triumph)
'carmen astride horse?' is the wordplay.
'carmen' becomes 'aa' (I can't justify this - if you can you should give a lot more credence to this answer).
'astride' is an insertion indicator.
'horse?' becomes 'h' (synonyms).
'aa' placed around 'h' is 'AHA'.
'of' is the link.
Can you help me to learn more?
(Other definitions for aha that I've seen before include "Cry of triumph" , "I see!" , "Surprised expression" , "Bingo" , "Cry of surprise" .)