Execute Remote Powershell script from SQL Agent
JNK was correct in the comment above.  If I ran it in the command shell, there was a prompt saying 


  Security Warning Run only scripts that you trust


In order to avoid this message, I added -ExecutionPolicy Bypass to the command

Example:
powershell.exe -ExecutionPolicy Bypass -file \Server02\test2\Test.ps1

The job is now able to complete.