Also add my 2 cents here:

At least look at OCaml Ancient for sharing the data.  You possibly may
not use it, but it was designed pretty much for what you have in mind.
The README should be informative:

http://merjis.com/developers/ancient
http://merjis.com/_file/ancient-readme.txt

(You should also look at the API and source).  You didn't mention how
large your read-only data set is, but OCaml Ancient should be able to
handle 100s of gigabytes, assuming a 64 bit machine.  We used to use
it with 10s of gigabyte data sets without any issues.

As others have said, don't use threads to launch your jobs.  Look at
one of the fork-based libraries.  In addition to the ones mentioned,
take a look at PreludeML, which is internally very simple and should
give you a good start if you decide to write your own:

http://github.com/kig/preludeml

If you want to spread the jobs over multiple machines, then OCaml MPI
is probably the way to go.

Rich.

-- 
Richard Jones
Red Hat