I use PT as a VST in Renoise or Reaper and of course the settings are saved with the project, but when I start a new project and open Pianoteq, the default settings are loaded. Can I change the default settings?

Ok, I thaught you were talking about Pianoteq Standalone.
Then in a DAW (Reaper or anyone) you could create a project template, or simply a track template that you could load in any project.

I use PT as a VST in Renoise or Reaper and of course the settings are saved with the project, but when I start a new project and open Pianoteq, the default settings are loaded. Can I change the default settings?

Ah yes you are right, I was talking about the stand alone version of Pianoteq.
After a little search I also could not find a way to set my own default preset when starting a new project in Cubase.
In my case Pianoteq always starts with "NY Steinway D Prelude" which is the very first preset in the preset list.

On my system Pianoteq always opens with the last preset choosed before closing the program.

Yes, even if it has been modified and not saved.