Looks like the problem is with VM having few RAM (512 Mb) PostgreSQL will not start with:

root@kali:~# cat /var/log/postgresql/postgresql-9.4-main.log
2015-03-10 18:54:16 UTC [1626-1] FATAL: could not map anonymous shared memory: Cannot allocate memory
2015-03-10 18:54:16 UTC [1626-2] HINT: This error usually means that PostgreSQL's request for a shared memory segment exceeded available memory, swap space, or huge pages. To reduce the request size (currently 148324352 bytes), reduce PostgreSQL's shared memory usage, perhaps by reducing shared_buffers or max_connections.

Changing /etc/postgresql/9.4/main/postgresql.conf to set shared_buffers to 64 mb is enough to fix the problem.

http://askubuntu.com/questions/44373/how-to-fix-postgresql-installation mentions a way to fix this via sysctl but I thought that postgresql was already shipping a sysctl.d file... more investigation needed.

we update the kali-defaults package to override the file .service: the shared_buffer size is reduced from 128MB to 64MB if memory is too small.
It's resolved in kali-defaults version 2.0~4