Parse has an iOS API so although you could, you don't have to go down to the http level and do your own serialization and deserialization of objects.
This guide shows interactions:
https://parse.com/docs/ios_guide
Since you're making http calls, I would highly recommend looking at their async APIs using blocks so you don't block the UI thread. For example:
[gameScore saveInBackgroundWithBlock:^(BOOL succeeded, NSError *error) {
if (!error) {
// The gameScore saved successfully.
} else {
// There was an error saving the gameScore.
}
}];
So, prefer all methods ending "WithBlock". Also see: How do i run a proccess without blocking user interface in my iphone app