Following the collapse of Hellenistic rule in 321 BC, the territories of the Achaemenid Empire, which had been divided between the Ptolemaic Dynasty in Egypt and the Seleucids in West Asia, were inherited by the newly established Parthian Empire. The empire witnessed great expansion under Mithridates I, developing into a major cultural and political power.
Terracotta idols and figurines comprise an iconic artistic tradition in the ancient Near East. With origins in early Mesopotamia, variations of the tradition feature in Hittite, Aramaic, Assyrian, and Cypriot contexts. The Parthian innovation adopts a more classical style, owing to its Hellenistic neighbours, whilst maintaining Mesopotamian traditions. These types of figurines feature finely decorated heads and torsos, and are usually of modest dimensions for placement in temples, graves and private homes as a means of gaining favour with certain deities.

See last picture as a parallel: https://www.christies.com/en/lot/lot-4170729