Are you using a BLPackage Deploy Job or a File deploy Job ?
For a BLPackage Deploy Job, you'll need to add an External Command in the BLPackage after the script is copied, to call it using the powerchell command-line.
The same thing goes for a File Deploy Job expect the command to call the script goes in the Post-Command section of the job.
Easiest way is to push a file with your powershell script to a temp location and then call the powershell interpreter with the file as an argument. You may need to fully qualify the name of the interpreter depending on how your path is set. In terms of execution policy you can either just leave it on or turn it on, run your script, and turn it back off.
An important caveat is that there is a bug with the powershell binary and tools like the Bladelogic agent or even psexec. You will need to add the parameter '-inputformat None' to your external command or on some servers the command will hang without ever executing.
%windir%\system32\WindowsPowerShell\v1.0\Powershell.exe -inputformat None c:\temp\whatever.ps1
The path to the binary always has 'v1.0' regardless of the version of powershell.
You may need to do "executionpolicy bypass" - we use the following:
powershell.exe -inputFormat NONE -noProfile ExecutionPolicy Bypass -command Get-Process