Here is a quick function that does mostly what you want:
parallelMapAt[ fun_, list_List, spec__ ] := Module[{ copy = list }, copy[[spec]] = ParallelMap[fun, copy[[spec]]]; copy ]; However, the position specification follows the format of Part rather than that of Position:
In[400]:= parallelMapAt[Sin, N @ Range[20], {4, 6, 8, 10}] === MapAt[Sin, N @ Range[20], List /@ {4, 6, 8, 10}] Out[400]= True
Another example:
In[425]:= parallelMapAt[f, Array[# &, {5, 2}], All, 2] Out[425]= {{1, f[1]}, {2, f[2]}, {3, f[3]}, {4, f[4]}, {5, f[5]}}
If you're worried that making a copy of your input is inefficient (frankly, I doubt that it will give you much trouble), you can use SetAttributes[parallelMapAt, HoldAll] and modify the input list itself:
ClearAll[parallelMapAt] SetAttributes[parallelMapAt, HoldAll] parallelMapAt[ fun_, list_Symbol?ListQ, spec__ ] := ( list[[spec]] = ParallelMap[fun, list[[spec]]] ); list = N @ Range[20]; parallelMapAt[Sin, list, {4, 6, 8, 10}] list Out[420]= {-0.756802, -0.279415, 0.989358, -0.544021}
Out[421]= {1., 2., 3., -0.756802, 5., -0.279415, 7., 0.989358, 9.,
-0.544021, 11., 12., 13., 14., 15., 16., 17., 18., 19., 20.}
Of course, you may want to elaborate the code to do some error checking before you end up ruining your data by Part-assigning corrupt data if the ParallelMap fails.
Edit
As pointed out in the comments, there is still some work to be done since
parallelMapAt[f, Array[h, {2, 3, 4}], All, All, 1] === MapAt[f, Array[h, {2, 3, 4}], {All, All, 1}] is False. In this case, you'd need to add the levelspec {2} to ParallelMap to make it work correctly. I suspect that the level spec should be equal to the number of non-flattened levels (e.g., All or ;; 3) in spec, but I can't test that right now.