Run a program on a remote computer after a SQL job has completed
You can do it using 


PSEXEC from sysinternals.
powershell using remoting functionality. (https://social.technet.microsoft.com/wiki/contents/articles/7703.powershell-running-executables.aspx
)


you cam have a batch file call your program and can use xp_cmdshell (if allowed) or operating system task in SQL agent job to run the job locally. This job can be called using linked server or powershell after the main step in the original job is completed.