EMB-175 Captain reported the aircraft began to roll back after parking at the gate. Aircraft was brought to a stop and the parking brake engaged.

Narrative

After pulling into the gate and shutting down the aircraft; the plane began to roll backwards about 2-3 feet immediately after shutting down the engine. Due to an illusion; I briefly thought it was the jet bridge extending to the aircraft but they immediately realized the aircraft was slowly rolling backwards. I stopped the aircraft by quickly by smoothly applying the brakes. I looked down to see the parking brake light was off and the lever was not in the engaged position. I then set the parking brake; and ran the shutdown checklist. The event happened so quickly that I called for the shutdown checklist and then realized the aircraft was beginning to move. The FO had not even started the checklist yet.Cause: The parking brake was not set which allowed the aircraft to roll backwards due to the slope of the ramp.Suggestions: I am unsure if I set the brake and it disengaged; if I didn't fully set the brake; or if I unintentionally forgot to set the brake. All I know is after I stopped the aircraft; the brake wasn't set. Ensuring that the parking brake light was on before releasing the brakes would have kept the aircraft from moving.