It may well be because he is young, babies do use their beaks to explore, but if he is piercing the skin he is applying too much pressure & you must nip this in the bud now.Heres a few ideas..
If you pull your hand away and yell, then your parrot gets a reaction out of you and will try again to get the same reaction. They think it's a game, try & show no reaction to him,try to distract him when you can see that he's going to bite,you can gently wobble your hand if he is on you this works well for me.I also have a clicker ( like some people use for dog training! ) if mine go to nip i click on the clicker & say a firm No in a strong voice, the clicker distracts them,or have a toy handy they he can play with.
Some people use time out, if your parrot bites you simply return him to his cage for 5 minutes & walk away from him & say nothing.Never respond to the biting it only re-enforces negative behaviour.All parrots at some point will & do bite,as he is only a baby im pretty sure you can work with him to stop the biting