editoptions: { dataUrl: '...url to get json....',
               buildSelect: function (response) {
                    var data = typeof response === "string" ?  $.parseJSON(response.responseText) : response,
                    var s = "<select>";
                    s += '<option value="0">--No Manager--</option>';
                    $.each(data, function () {
                          s += '<option value="' + this.EmployeeId + '">' + this.EmployeeName + '</option>';
                    });
                return s + "</select>";
              }
}

$.jgrid.formatter.integer.thousandsSeparator = ',';
$.jgrid.formatter.number.thousandsSeparator = ',';
$.jgrid.formatter.currency.thousandsSeparator = ',';