Conures often go through a nippy stage.  Your bird is growing up and using 
its beak more assertively. It's your job to teach your conure what the limits 
are---he/she isn't hardwired to know how hard humans can be grabbed with the 
beak.
I'd try keeping your conure's wings well clipped and use the earthquake 
method (4 inch fast drop of the hand) to give negative feedback when he/she 
nips too hard.  Until your conure learns what the limits are, the shoulder 
should be off limits.
My gold-capped conure is now 8 years old.  He's quite happy to sit in my lap 
or snuggle under my chin.   We got through the nippy stage and he knows 
darned well how hard he can grab my fingers.   
--- MacWoof 1.5.3
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