Parallel build for CI (#30452)

Author: WillAyd

ci/setup_env.sh

@@ -121,7 +121,7 @@ conda list pandas
 # Make sure any error below is reported as such
 
 echo "[Build extensions]"
-python setup.py build_ext -q -i
+python setup.py build_ext -q -i -j2
 
 # XXX: Some of our environments end up with old versions of pip (10.x)
 # Adding a new enough version of pip to the requirements explodes the