Matrix Column Sort Order

This is still one of the top search results for this question, so I'm going to propose a solution that I came up with.  I used the Power Query editor.  It is NOT a dynamic sort for your matrix, but it can update as your data changes.

I want my Job Title columns to sort in descending order by number of FTE's (full-time equivalents). 

In Power Query editor (Transform data), Duplicate the query you want to add a custom sort to (in my case, Employee Roster).

Disable Load

Remove all columns but 2:  [Job Title], [FTE]

Group by Job Title, with a summation of FTE

Sort the [Sum FTE] column in descending order

Add an Index column (Optional:  renamed to [JT Sort Order])

Go back to the original Employee Roster query

Merge with your newly created query, Left Outer Join on [Job Title]

Expand the new column with the Table result, keeping only [JT Sort Order]

Close & Apply

In Table View, click on your Employee Roster [Job Title] column and set the sort by to [JT Sort Order]

-As mentioned above, the advantage of this is it will update each time your data changes; my HR department likes to create new titles.  However, it will NOT change dynamically on your Matrix.

-This is a small data table I am working with.  Not sure how well it will perform with, for example, a Sales table.  But the concept works.