  AT2022cmc was recently reported as the first on-axis jetted tidal disruption
event (TDE) discovered in the last decade, and the fourth on-axis jetted TDE
candidate known so far. In this work, we present NuSTAR hard X-ray (3--30 keV)
observations of AT2022cmc, as well as soft X-ray (0.3--6 keV) observations
obtained by NICER, Swift, and XMM-Newton. Our analysis reveals that the
broadband X-ray spectra can be well described by a broken power-law with $f_\nu
\propto \nu^{-0.5}$ ($f_\nu \propto \nu^{-1}$) below (above) the rest-frame
break energy of $E_{\rm bk}\sim 10$ keV at observer-frame $t_{\rm obs}=7.8$ and
17.6 days since discovery. At $t_{\rm obs} = 36.2$ days, the X-ray spectrum is
consistent with either a single power-law or a broken power-law. By modeling
the spectral energy distribution evolution from radio to hard X-ray across the
three NuSTAR observing epochs, we find that the sub-millimeter/radio emission
originates from external shocks at large distances $\gtrsim\! 10^{17}$ cm from
the black hole, the UV/optical light comes from a thermal envelope with radius
$\sim\!10^{15}$ cm, and the X-ray emission is consistent with synchrotron
radiation powered by energy dissipation at intermediate radii within the
(likely magnetically dominated) jet. We constrain the bulk Lorentz factor of
the jet to be of the order 10--100. Our interpretation differs from the model
proposed by Pasham et al. (2023) where both the radio and X-rays come from the
same emitting zone in a matter-dominated jet. Our model for the jet X-ray
emission has broad implications on the nature of relativistic jets in other
sources such as gamma-ray bursts.
