ERJ 170/175 Captain reported they thought they had set the brakes after parking but had not and the aircraft rolled back about two to three feet before the Captain set the brakes.

Narrative

I taxied into the gate. After the marshaler crossed his wands; I thought I set the parking brake. I then shut the engines down and went through my shut down flow and called for the shutdown checklist. As the First Officer was about to begin the checklist; I noticed the marshaler trying to get my attention. At the same time I noticed the aircraft start to slowly roll back. I immediately applied and the set the brakes. The aircraft rolled back about two to three feet. After completing the checklist I did a check on all crew; passengers; rampers; and the aircraft. There were no injuries to the people and no damage to the aircraft. When the aircraft rolled back; there were no people; equipment; or structures near the plane.I believe I might have been too preoccupied with helping my First Officer. He was freshly off IOE and I had been giving him guidance on the arrival into ZZZ. It was his leg and I had been helping him. I believe when I went to shut down; I was still thinking about his flight and what advice I could give him. This does not excuse me from my duties though. I am the Captain and I still need to fulfill my primary duties no matter whom I'm flying with. This was a good learning experience for me. As I said above; I am the Captain and I need to fulfill duties; which also means knowing when I can divide my attention and when I need to focus solely on the task at hand. The flight isn't truly done until the parking brake is set and the engines are off and the shutdown checklist is complete. I have definitely learned from this situation.