Has he always done this or is it something that has started recently? It is breeding season for most parrots & some birds develop an attitude at this time. You don't mention if you have worked with/trained the bird, or just let him sit in his cage & look cute.
You have to set acceptable behavior limits.....you need to learn about target training & operant conditioning. Do a search for operant conditioning parrots and target training parrots. In addition to reading material, you'll find videos on Youtube for both.....
Good luck