Heat oil in a large pot or saucepan over medium heat. Add shallots and cook, stirring occasionally, until tender, about 4 minutes. Add rice and cook, stirring constantly, until all the rice is coated in oil, about 30 seconds.
Add wine and cook, stirring constantly, until completely evaporated, 1 to 2 minutes. Add 3 cups broth and continue to cook, stirring often, until most of the liquid has been absorbed, 10 to 12 minutes. Add the remaining 3 cups broth and cook, stirring often, until the rice is tender but still chewy and all the liquid is absorbed, 12 to 14 minutes.
Reduce heat to low and add pumpkin, butter, salt, pepper, nutmeg and ½ cup goat cheese. Cook, stirring constantly, until the cheese and butter have fully melted and all ingredients are incorporated, 2 to 3 minutes.
Serve the risotto topped with pepitas, parsley and the remaining ½ cup goat cheese.
