The ReLU activation function should take care of this.

ReLU works by fitting short, straight lines to approximate curves. That should be able to create a parabola. You will have performance suffer for inputs with very large absolute values, but we know that models won't be perfect.

I was thinking that one hidden layer could take care of this, but reading about the universal approximation theorem (which I suggest doing), we can be more efficient by having fewer nodes in multiple hidden layers than tons of nodes in one hidden layer.