Parrino was born in New York City in 1958 and grew up on Long Island. The family was Albanian-Arbëreshë originally from Sicily. He earned an associate of applied science degree from SUNY Farmingdale, in 1979 and a bachelor of fine arts degree from Parsons The New School for Design in 1982.
Parrino first showed his paintings of deep-seated pessimism at Gallery Nature Morte, an East Village gallery, in 1984, when he emerged as part of a strain of postmodernism called Neo-Geo. Neo-Geo artists, including Peter Halley, Haim Steinbach, John Armleder and Olivier Mosset, mixed modernist abstraction with a more cynical form of Pop Art worldliness by adding references to commerce, design, music or the movies. Parrino called his mauled canvases “misshaped paintings,” in response to the shaped paintings of the sixties.