We present in this paper a new implementation of a multi-scale, multi-model coupling algorithm, with a proposed parallelization scheme for the construction of the coupling terms between the models. This allows one to study such problems with a fully scalable algorithm on large computer clusters, even when the models and/or the coupling have a high number of degrees of freedom. As an application example, we will consider a system composed by an homogeneous, macroscopic elasto-plastic model and an anisotropic polycrystalline material model, with a volume coupling based on the Arlequin framework.