I would get him/her up the vets trace! Blood tests or a skin scrape might well show up something or it could well be stress or Boredom or even diet, don't get me wrong I'm not saying his diest is bad or he doesn't get enough attention but perhaps he/she wants some from the opposite sex , or just a conversation with another parrot might do the trick ....
I have a few birds here not psittacines like your parrot but they still do the funniest of things when bored, I had one Pinch its feathers during the moult and shred them, another would mock attack perches in the aviary and wound its own fe