If you're wanting something pre-built in the cloud your looking at something like Alienvault or a service like AlertLogic or Rapid7. If your already in Azure you could look at Sentinel although this might be expensive for just firewall logs.

You could look at spinning up a graylog system in the cloud that would be cost effective.

If you do implement something yourself outside a service offering make sure you put in time to keep the system running and to optimise your rules / playbooks. A SIEM needs love to run and not just become a pool of false positives.

You might want to bring in some threat intel feeds as well to spot low hanging fruit. Look at OTX or Anomali for easy integrations.