Preheat the oven to 425°F (220°C). Line a baking sheet with parchment paper. Brush the flesh of the quartered, seeded pumpkin with 1 tablespoon olive oil and place it on the prepared baking sheet. Roast for 35-40 minutes, or until the pumpkin is fork-tender. Let it cool slightly, then peel the skin and set the pumpkin flesh aside.
While the pumpkin is roasting, melt 3 tablespoons salted butter in a large pot over medium-high heat. Add the diced onion and cook, stirring occasionally, until the onion is soft and translucent, about 5 minutes.
Add the sliced carrots, celery, 4 cups vegetable broth, 1 teaspoon salt, 1/2 teaspoon ground nutmeg, and 1/4 teaspoon black pepper to the pot. Stir to combine. Bring the mixture to a boil, then reduce the heat to medium-low and simmer for 15-20 minutes, or until the vegetables are tender.
While the vegetables are simmering, peel the finished roasted pumpkin and add the roasted pumpkin flesh to the pot. Remove the soup from heat.
Use an immersion blender to puree the soup until smooth, or carefully transfer the soup in batches to a blender, blending each batch until smooth. If using a blender, make sure to leave the lid slightly ajar to allow steam to escape.
Stir in 1 cup heavy cream until fully incorporated. Taste and adjust seasoning if necessary. Serve the soup hot.