Arrians Ars Tactica references Alan horses as being superior, hardier species, and describe steppes ponies. Ars Tactica describes a lot of similarity between Alan and Scythian horsemanship. I think its fair to assume that the Scythians similarly had ponies bred for the steppes, resembling Mongolian horses.

Related trivia- apparently words for rider, horsecloth, stirrups, bridle, saddle girth originate from Iranian. The Scythians were thought to be descended of Iranian origin, spreading north of the black sea and then westward, Romania was described as Scythia Minor.

Source: Training Roman Cavalry- From Arrian's Ars Tactica and The Horse in Human History