Put the pumpkin on a silicone mat lined baking sheet and bake until just tender, about 20 minutes. Remove the pumpkin from the oven and set aside to cool.
Pour the vodka into a bottle or large glass container. Add the pumpkin, cinnamon stick, vanilla beans and ginger. Let it sit for 1 week at room temperature, shaking gently every couple of days. Strain the infused vodka, through a fine mesh sieve and funnel it back into the original vodka bottle. Cap and refrigerate until ready to serve.