We have the option to install Antimalware if needed, however our default configuration is the same as Microsoft’s – antimalware is not installed by default.
We don’t remotely login or otherwise install software on our Cloud Services instances aside from our standard closed loop deployments through standard Azure management tools. Thus the risk of malware installation is minimal due to the lack of any direct login access to the instances.
Our servers are re-created using new, default Cloud Service instances every time we deploy a platform upgrade, which happens on average every 2 days or less.
This highly frequent re-creation of fresh instances also reduces any possible exposure time to malware in the highly unlikely event such was deployed to our servers.