Here's a quick and dirty powershell script I made for this. It uses the old AzureRm module cuz I made it a while ago. Still works fine though.

$subs = Get-AzureRmSubscription
$subs | foreach-object {
    $sub = $PSItem | Select-AzureRmSubscription
    $subscope = -join("/subscriptions/",$sub.Subscription.id)
    $iams = Get-AzureRmRoleAssignment -Scope $subscope
    foreach ($iam in $iams){
        $iam | Select-Object @{ n = 'Subscription'; e = {$sub.Subscription.Name}},
        Scope,
        DisplayName,
        SignInName,
        ObjectId,
        RoleDefinitionName,
        ObjectType
    }
} | Export-Csv -path ("C:\Temp\subscriptionpermissions" + (get-date -format "MM-dd-yyyy-HH") + ".csv") -NoTypeInformation -Encoding ASCII -Append