Microsoft is pushing U-SQL pretty hard. Here’s a tutorial by Jonathan Gao to whet your appetite:
U-SQL is a language that unifies the benefits of SQL with the expressive power of your own code to process all data at any scale. U-SQL’s scalable distributed query capability enables you to efficiently analyze data in the store and across relational stores such as Azure SQL Database. It enables you to process unstructured data by applying schema on read, insert custom logic and UDF’s, and includes extensibility to enable fine grained control over how to execute at scale. To learn more about the design philosophy behind U-SQL, please refer to this Visual Studio blog post.
You do need Data Lake Tools for Visual Studio, but it looks like you can run it locally.
The VS blog had something a month ago on the topic. I’m not saying get on it…yet…