The process of hypothesis-driven epidemiological research has three phases - the establishment and characterisation of a large, representative cohort from a geographically distributed population; the integration of the cohort data with other data sources to provide additional characterisation; the formulation of a hypothesis and generation of the corresponding predictions. Grid-computing technologies make possible secure, distributed collaboration, and the ability to share data sources, computational resources and storage resources across administrative boundaries. PsyGrid is an e-Science project established to apply grid-computing technologies to each of the three phases, with the aim of eliminating the obstacles that hinder epidemiological research. We describe a system for distributed cohort characterisation, and the first application to the study of First Episode Psychosis.