I do not believe we have OOTB support for JWT yet. The only option I can see at the moment is to write custom java code for Connect-REST (activity pyInvokeRestConnector) using java, e.g., http://connect2id.com/products/nimbus-jose-jwt among other JWT preliminary implementations.
As this post has been closed, not too many people (specifically moderators -- who are big help in getting you help) would be monitoring it. for next time, it would be best to create a new topic so it gets its own visibility. But you are in luck because I believe what you are asking for is solved in Pega's new version, 7.3 (https://community.pega.com/sites/default/files/help_v73/procomhelpmain.htm)
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