Azure Multi-Factor Authentication for remote access to local domain.

Hi there

I'm not sure if I'm on the right forum for this, let me know if not. I have a client who uses RDS services on a local Active Directory domain. Currently we use the gateway of the Server Essentials Role deployed on the the DC to access the session host remotely, which works fine. However, they would like to deploy Multi-Factor Authentication to log into the domain externally. We have a 365 tenant already deployed and use Azure for remote backup. Can this be achieved using Azure services?

Thanks in advance

MIS5000