If you worked with the Windows Azure SQL Database in the past you’ll know that there is no support for SQL Server Agent jobs. According to the official guidelines you should use a SQL Server Agent which runs on-premises and connect it to your Windows Azure SQL Database. But this only works if you have the required infrastructure available to you on-premises (or you could host it in a VM).
Besides that you also have the SQL Azure Agent project on CodePlex which is the result of a series of blog posts on the SQL Azure blog (part 1, part 2 and part 3). This project is just a proof of concept but it’s a good base to go and build your own SQL Azure Agent. The downside to this is that you need to run it in a Web/Worker Role which might be overkill in some cases.
Let’s look at how the (Mobile Services) Scheduler can be used to create an alternative to the SQL Server Agent. Before we get started I advise you to check my previous post which covers the basics of the Scheduler: Job scheduling in Windows Azure