We demonstrate controllable parabolic-cylinder optical rogue waves in certain inhomogeneous media. An analytical rogue wave solution of the generalized nonlinear Schrödinger equation with spatially modulated coefficients and an external potential in the form of modulated quadratic potential is obtained by the similarity transformation. Numerical simulations are performed for comparison with the analytical solutions and to confirm the stability of the rogue wave solution obtained. These optical rogue waves are built by the products of parabolic-cylinder functions and the basic rogue wave solution of the standard nonlinear Schrödinger equation. Such rogue waves may appear in different forms, as the hump and paw profiles.