The recommendations for the use of additional security software on a Hyper-V host are not unanimous among experts. You will need to weigh the pros and cons against your organization's particular situation.
Hyper-V hosts are responsible for providing resources to a number of guest machines. Any software in the management operating system, no matter how beneficial, will compete for these resources.
Virtual machines are highly dependent upon the filesystem of the management operating system, and the intervention of an anti-malware application could cause them to become completely lost.
An initially successful deployment of anti-malware software could later be broken by an update to its detection algorithms or engine.
Hyper-V can be effectively isolated from other systems and still expose its virtual machines, effectively placing the greatest need for security on upstream exposure points.
Some of the considerations...