For simplicity, futures can't be beat. They create a new thread, and return a value from it. However, often you need more fine-grained control than they provide.
The core.async library has nice support for parallelism (via pipeline, see below), and it also provides automatic back-pressure. You have to have a way to control the flow of data such that no one's starving for work, or burdened by too much of it. core.async channels must be bounded, and this helps with this problem. Also, it's a pretty logical model of your problem: taking a value from a source, transforming it (maybe using a transducer?) with some given parallelism, and then putting the result to your database.
You can also go the manual route of using Java's excellent j.u.concurrent
library. There are low level primitives as well as thread management tools for thread pools. All of this is accessible within clojure.
From a design standpoint, it comes down to whether you are more CPU-bound or I/O-bound. This affects decisions such as whether or not you will perform parallel reads from redis and writes to your database. If you are CPU-bound and thus your bottleneck is the computation, then it wouldn't make much sense to parallelize your reads from redis, or your writes to your database, would it? These are the types of things to consider.
You really have two problems to solve: (1) your familiarity with clojure's/java's concurrency mechanisms, and (2) your approach to this problem (i.e., how would you approach this problem, irrespective of the language you're using?). Once you solve #2, you will have a much better idea of which tools to use that I mentioned above, and how to use them.