Azambuja was born in the city of Salto in 1920. He was admitt ed to the Faculty of Medicine of Montevideo in 1939. As a student he already focused on Radiology. He performed his first neuroradiological studies with Eduardo Vigil Sóñora, a neurosurgeon, and with Federico García Capurro, the radiologist, at the Pasteur Hospital in 1943. Both Eduardo Vigil and Raúl Piaggio Blanco encouraged him to train in neuroradiology. In 1944 he took an internship at the Neurosurgery Institute in Chile, then directed by Alfonso Asenjo Gómez. In 1950 he submitted an individual paper on contrast media for cerebral angiography to the Symposium Neuroradiologicum.
He graduated in 1953 and was admitted on the same year as coworker to the Neurology Institute.
The director was Alejandro Schroeder, who motivated him to qualify as a neuroradiologist in Sweden, at the Stockholm School, under the direction of Erik Lindgren, who was considered the father of neuroradiology.
In 1957, Azambuja was admitted as foreign resident at the Serafinmerlasarettet in Stockholm. On his return, the new director of th e Neurology Institute, Román Arana, asked him to take charge of all neuroradiological studies in that facility.
In 1956 he became a member of the Hospital Británico (British Hospital) where the first Lysholm table in Montevideo was installed. From that year on he devoted himself exclusively to neuroradiology. In 1958, the Neurology Institute was transferred to the Hospital de Clínicas and Azambuja joined the Radiology Department at that hospital, thus starting a teaching career at the University that took him to the Chair.