Why does my parrot no say a word?

I'm not a big expert on birds, but I used to work at a store with them. Is that a Yellow Amazon? or some sort of Conure?

Yellow amazon's do play rough, but they can be taught to be nice when younger. They are great at expressing themselves and their current moods, I'm sure you have noticed. If he doesn't feel like playing, just keep your hands away. Very simple. I also find that they are more focused on singing and music than words. Try whistling a tune and he may catch on to it. Many speak words too, but it's nothing to be concerned about, some of them aren't the brightest and best so some will just sing. And that is fine. It's nothing to be concerned about when it comes to health.

He might simply take longer to talk than average, or he might not ever really talk. It's as much about individual personality as it is about species.

I'm put on edge by the end of your question though. If he bites, he should absolutely NOT be allowed on your shoulder. In the wild, the bird on the highest branch is the Supreme Leader, so if his eyes are above yours, he considers himself your boss. He won't hesitate to show you that he's the boss, and you really, really don't want him anywhere near biting distance of your face. He gets mildly annoyed or startled, and you find yourself with one eye less than you started the day with.

You absolutely need to train him properly while he's still young. There are plenty of sites around the web, as well as video tutorials and the like. You could also email an Amazon breeder for advice. I cannot overstate the risk posed by an aggressive bird the size of this Amazon. Not just that, but if for some reason you can one day no longer take care of him (or if you die first, not exactly rare with large parrots), it's going to be extremely difficult to find a new home for a huge bite-happy bird. This isn't in your best interest, and it's not fair to him.

Amazons are usually chatty. Try listening in on him in a diff room, he may be a closet talker.

A lot of bird owners tend to agree that birds that learn sounds prior language favor the sounds, since they're easier to make.

They don't always talk. You can only do your bit and hope for the best. You have to keep repeating whatever it is you want him to learn. Simply talking to him is unlikely to work although he will probably enjoy listening. Most birds do.