We demonstrate parametric coupling between two modes of a silicon nitride membrane. We achieve the coupling by applying an oscillating voltage to a sharp metal tip that approaches the membrane surface to within a few 100 nm. When the voltage oscillation frequency is equal to the mode frequency difference, the modes exchange energy periodically and faster than their free energy decay rate. This flexible method can potentially be useful for rapid state control and transfer between modes, and is an important step toward parametric spin sensing experiments with membrane resonators.