I think Powershell "jobs" can help run things in parallel, but I've never done more than just read about it. The Powershell in Action book (3rd edition) covers that functionality I think. The first chapter to that book is pretty awesome.
My dream as someone forced to use Windows would be for Microsoft to use some dollars to make Powershell a one stop shop for data science, simple games (think commodore sprites), numerical computing...etc. That sounds a little wacky I know, but I think people would appreciate every computer shipping with a powerful environment like that. Since Powershell is built on .NET, surely someone could make a library for Powershell that abstracts away some of the .NET complexity to where I can just do something like:
Process-Data -data "blah.csv" | Create-PieChart -output "chart.png"
Not having to install Anaconda and import a ton of libraries on the target computer would be helpful. Note that I'm not saying to reproduce all of Matlab in Powershell, but putting some of the most popular routines as built-in commands would be pretty awesome.