I’m now using didReceiveRemoteNotification to get the payload of the notification pushed from Parse, however, it is only triggered when the notification is tapp
Words from The WWDC 2014 Whats New in iOS Notifications
Local and push notifications let background or inactive apps notify users that an event of interest has occurred, or that an app has new information for them.
The WWDC 2013 Whats New With Multitasking tells us how to get this work.
• add UIBackgroundModes : remote-notification in info.plist

• add `content-available: 1 in your Payload while sending from server

• lets iOS handle it to open your app for background mode

For iOS 10 and above you have to switch ON the Background Modes from your Target -> Under Capabilities and check mark the required fields.
Now you can set your alarm as you want. you may set a scheduled local notification until user interact with app