diff --git a/ci/setup_env.sh b/ci/setup_env.sh
index 3d79c0cfd7000..a58dbe09dec01 100755
--- a/ci/setup_env.sh
+++ b/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 -j4
 
 # 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
diff --git a/setup.py b/setup.py
index e6a95d4e7afd8..f7eb467cca8bc 100755
--- a/setup.py
+++ b/setup.py
@@ -6,6 +6,7 @@
 BSD license. Parts are from lxml (https://github.com/lxml/lxml)
 """
 
+import argparse
 from distutils.sysconfig import get_config_vars
 from distutils.version import LooseVersion
 import os
@@ -129,12 +130,7 @@ def build_extensions(self):
         if cython:
             self.render_templates(_pxifiles)
 
-        numpy_incl = pkg_resources.resource_filename("numpy", "core/include")
-
-        for ext in self.extensions:
-            if hasattr(ext, "include_dirs") and numpy_incl not in ext.include_dirs:
-                ext.include_dirs.append(numpy_incl)
-        _build_ext.build_extensions(self)
+        super().build_extensions()
 
 
 DESCRIPTION = "Powerful data structures for data analysis, time series, and statistics"
@@ -530,6 +526,19 @@ def maybe_cythonize(extensions, *args, **kwargs):
         if hasattr(ext, "include_dirs") and numpy_incl not in ext.include_dirs:
             ext.include_dirs.append(numpy_incl)
 
+    # reuse any parallel arguments provided for compliation to cythonize
+    parser = argparse.ArgumentParser()
+    parser.add_argument("-j", type=int)
+    parser.add_argument("--parallel", type=int)
+    parsed, _ = parser.parse_known_args()
+
+    nthreads = 0
+    if parsed.parallel:
+        nthreads = parsed.parallel
+    elif parsed.j:
+        nthreads = parsed.j
+
+    kwargs["nthreads"] = nthreads
     build_ext.render_templates(_pxifiles)
     return cythonize(extensions, *args, **kwargs)
 
@@ -686,7 +695,7 @@ def srcpath(name=None, suffix=".pyx", subdir="src"):
     "_libs.window.aggregations": {
         "pyxfile": "_libs/window/aggregations",
         "language": "c++",
-        "suffix": ".cpp"
+        "suffix": ".cpp",
     },
     "_libs.window.indexers": {"pyxfile": "_libs/window/indexers"},
     "_libs.writers": {"pyxfile": "_libs/writers"},