INTEL MKL ERROR: dlopen(/Users/user/opt/anaconda3/lib/libmkl_intel_thread.dylib, 9): Library not loaded: @rpath/libiomp5.dylib

I'm encountering a crash of julia when trying to use PyCall.jl.

I installed anaconda then set ENV["PYTHON"] to the anaconda python, rebuild PyCall then when I try to do a simple `plt = pyimport("matplotlib.pyplot")`, Julia crashes. Here is the full error message:

```julia> plt = pyimport("matplotlib.pyplot")
INTEL MKL ERROR: dlopen(/Users/user/opt/anaconda3/lib/libmkl_intel_thread.dylib, 9): Library not loaded: @rpath/libiomp5.dylib
Referenced from: /Users/user/opt/anaconda3/lib/libmkl_intel_thread.dylib
Reason: image not found.
Intel MKL FATAL ERROR: Cannot load libmkl_intel_thread.dylib.
```

I checked the anaconda directories and libmkl_intel_thread.dylib and libiomp5.dylib are both present.

I'm running Julia 1.6.0 on macOS 10.15.7.