Hi,
the corresponding (multithreaded) recipe in Julia is to use Threads.@threads in front of your external loop:
Threads.@threads for i=0:8
Under the conditions that the body of the loop is
- parallel (no dependencies)
- long enough to amortize the thread machinery
- not already memory bound
it should give you some speed-up 
(if it works with openMP it should work too)
As a usual advice, make sure that you sequential program is already well optimized (type stable, vectorized,…) before entering // business.