According to my testing, cuda-memcheck must be run in a directory that your user account has write access to, or else it will report the error you indicate.
It seems evident that you are likely doing that:
./cuda-memcheck ...
^^
This command invocation (./) suggests to me that you are attempting to run cuda-memcheck from the directory where it was installed. This is not typical or expected usage. In a typical CUDA install, and assuming you are not root, you would not have write access to the directory that the cuda-memcheck executable is located in.
Make sure you have properly updated your PATH environment variable so that you can properly run cuda-memcheck from any location. The instructions for that are here.
change your directory to one that you have write access to. Presumably you could do e.g. cd ~/work/local_pc_code/bin/test/
run cuda-memcheck from there, e.g. cuda-memcheck ./test_parm