SQL Server 2012 syspolicy_purge_history fails step 3 "Erase Phantom System Health Records."

I recently installed SQL Server 2012 Ent (x64). The install is a stand alone default instance.

The syspolicy_purge_history job fails on step three with the following error:

Executed as user: <DomainName>\sql_xxx_agt_svc. A job step received an error at line 1 in a PowerShell script. The corresponding line is 'set-executionpolicy RemoteSigned -scope process -Force'. Correct the script and reschedule the job. The error information returned by PowerShell is: 'Security error.  '.  Process Exit Code -1.  The step failed.

Here is the code that is in the step:

if ('$(ESCAPE_SQUOTE(INST))' -eq 'MSSQLSERVER') {$a = '\DEFAULT'} ELSE {$a = ''};
(Get-Item SQLSERVER:\SQLPolicy\$(ESCAPE_NONE(SRVR))$a).EraseSystemHealthPhantomRecords()

The domain user is the account that SQL Agent is running as.

What permissions need to be granted to this account?