Since the migration to Office 365 I have suffered spam like I have never seen before. I had been using Microsoft Exchange server 2003 for years and had no problems with it in all that time. It was simple and very user friendly, I find 365 very unattractive to use. Why change something that wasn't broken............................
You can possibly filter them by sender address or by subject either by the client or at webmail. That's how Microsoft works I guess but I believe there should be added features undiscovered yet.