In a large pot, heat the olive oil over medium heat. Add the onion and cook until translucent, about 5 minutes. Add the rice and cook, stirring constantly, for 1 minute.
Begin adding the broth, 1 cup at a time, stirring constantly after each addition. Continue adding broth until the rice is cooked through, about 18 minutes.
Remove from the heat and stir in the Greek yogurt, pumpkin pure, Parmesan cheese, salt, and pepper to taste.