Hi there! Since this is your first post, please read this announcement: Please read: make it easier to help you.
It’s easier to help if you can provide a reproducible example.
This StackOverflow question should be helpful: multithreading - Create JuMP model with multi-threading in Julia - Stack Overflow.
(I need to add something on this to the JuMP documentation: https://github.com/jump-dev/JuMP.jl/issues/2348.)