How to add JEP a java project using gradle?

Question

I'm making a java application that needs to execute python scripts in runtime. I started by using Jython, but now I need to use CPython libraries, so I'm experimenting with JEP.

I've installed JEP using the command pip install jep and I've added jep as a project dependency in gradle

dependencies {
    implementation 'black.ninia:jep:4.1.1'
}

If I try to run the following java code:

try (Jep jep = new SharedInterpreter()) {
    jep.eval("print('Hello world!')");
}

I get the following exception:

Exception in thread "main" java.lang.UnsatisfiedLinkError: no jep in java.library.path: ...

What am I doing wrong?