Most commonly asked Security and Compliance Questions are answered in this document.
http://go.microsoft.com/fwlink/?linkid=293448&clcid=0x409
Stevan Vidich Windows Azure Security Overview
He is director in Windows Azure Security his recent presentation at Microsoft Management Summit provides a great overview of Azure Security.
http://channel9.msdn.com/Events/MMS/2013/WS-B334
Windows Azure Trust Center is the place where you can find all security related information.
http://www.windowsazure.com/en-us/support/trust-center/
List of Certifications we have achieved are documented here.
http://www.windowsazure.com/en-us/support/trust-center/compliance/
Windows Azure Security Overview
http://www.windowsazure.com/en-us/support/trust-center/security/