Born to a Parsi family, he began his career at 16 years old when he was licensed to ride by the Royal Western India Turf Club in Mumbai in 1981.

[1] Pesi had a long association with Indian liquor baron Vijay Mallya having been a retainer for him for several years.

Apart from Mallya, he has also ridden for leading owners of the Indian turf like M.A.M.

[1] To date, he is the only jockey to have piloted eight Derby winners at the Mahalaxmi Racecourse, Mumbai and has ridden a classic winner in each of the five major racing centres of India.

Pesi is married to childhood sweetheart Tina (sister of Karl Umrigar) with whom they have had two children, Yohann and Anya.