Gurobi supports running in parallel using shared memory parallelization (threads).
You can specify the number of threads to be used by a model parameter
model.Params.Threads = #cores
If you for instance set it to 8
model.Params.Threads = 8
then you would also have to request 8 cores from the batch system
bsub -n 8 ....
Please make sure that the number of cores requested from the batch system and the Gurobi model parameter have the same value.