How about the Book of Lamentations? King Nebuchadnezzar? The Assyrians? Sennacherib? The Bar Kokhba rebellion being crushed? The Cossacks? ...Shall I go on?
The Jews don't need life to always be positive in order to believe in "our Deity" and we certainly didn't need World War II to tell us that we are susceptible to the wiles of our enemies while being in a stage of exile.
Those who, subsequent to the heinous acts of the Nazis, "reviewed" their relationship to their nation and to the God who brought them out of Egypt and gave them the Torah largely adopted the pollyannish notion that God's existence necessitates that He prevent troubles of any kind from taking place in the world. And many of them forgot the long history in that part of the world of Jews abandoning the covenant that our people made with God - and they certainly forgot the national curses which were enumerated in the Torah that were to come upon us in the event that we ever conceded to the delusion that the Jewish nation does not need God or His laws to reside safe in their dwellings wherever they may be.
Instead of Jews being asked by the non-Jewish world how they deal with the "problem of evil," I propose that the non-Jewish world ask themselves how they account for the evils that they have visited repeatedly upon our people.
The real question that non-Jews should be "reviewing" in light of a very bloody history of Jewish suffering at the hands of the nations is how they could continually allow themselves to abuse and murder our people while asking us to consider blame God for our suffering.
It is not for us to review, it is for the nations to take responsibility.
I and many other Jews tire of this kind of question. Even if asked honestly it tends to smack of derision and implies that Jews are in a quandary of faith when in reality it is the nations that should be in such a quandary, but largely refuse to acknowledge it.
Why don't people post this type of question in a reverse form on Christian forums asking them why, if they claim that "God is love", have they relentlessly throughout history murdered us, burned our books, and stolen from us? Or on an Atheist forum a question could be posted as to why, if they do not believe in God, do they feel the need to relentlessly attempt to get Jews to turn their back on theirs, while constantly standing with Israel's enemies - even to the point of arming them?
The problem, you see, is not how the Jews can still believe in their God, but rather how the nations can still believe in themselves.
I hope that this has given you some perspective in your quest to understand. Be well.
;-)...there are also ~20 holocaust questions, which you might want to browse. judaism.stackexchange.com/q/38809/5323, judaism.stackexchange.com/q/8855/5323, judaism.stackexchange.com/q/9620/5323, and judaism.stackexchange.com/q/28222/5323 appear to be particularly relevant to your question.