Baby won't sleep unless he's being held

My sweet little guy is 9 days old and we can't get him to sleep unless someone is holding him. We've tried putting him down when he's still slightly awake, when he's completely out, in between. I love all the snuggles but I have to get some sleep. Hubby and I have been taking shifts and it's so hard not to fall asleep holding him and I desperately don't want to be an cautionary tale or do anything to harm my sweet boy. Help!