To unlock the Parry to Carry trophy in Assassin's Creed Odyssey, you need to have purchased and downloaded the second episode of the Legacy of the First Blade DLC. You also need to complete the main quest and resolve the fight against the Tempest to get the Judgment of the Lion weapon, a heavy blade.
Once you have it, you need to use its special ability ten times in combat -- this ability restores your health whenever you successfully parry by hitting L1 and R1 together just as an enemy makes a regular swing at you (you won't be able to parry a stronger, red coloured swing).
Once you have parried with the weapon 10 times the trophy will unlock.