.Net has F# though, which I adore to no end. Can even avoid MSBuild with FAKE.
IMHO FAKE syntax is not for me.
.NET has F#, nice. JVM has Scala, JRuby, Clojure, etc. But that's a matter of taste/opinions.
I think it works with AppVeyor and Team City: http://cakebuild.net/dsl/build-system
Note: I've never used Cake myself, but have seen it recommended alongside Fake.