For nested parallel computations (think Scientific Programming, where one would use OpenMP, Rust Rayon, etc), we have domainslib [1]. Eio, a direct-style, effect-based IO library is pretty competitive against Rust Tokio [2]. The performance will only get better as we get closer to the 5.0 release.
[1] https://github.com/ocaml-multicore/domainslib
[2] See the http server performance graphs at https://tarides.com/blog/2022-03-01-segfault-systems-joins-t...