Preheat the oven to 350 F°.
Lightly butter a 13 by 9 inch baking dish.
Arrange the bread cubes in the baking dish.
In a large bowl, whisk the eggs, cream, egg nog, sugar, vanilla, almond extract, orange zest, cinnamon, and nutmeg.
Pour the custard over the bread cubes, and press the bread cubes gently to submerge. Let stand for 30 minutes, occasionally pressing the bread cubes into the custard mixture. When you're ready to bake, sprinkle the sliced almonds all over the bread pudding.
Bake until the bread pudding puffs and is set in the centre, about 60 minutes. Let cool for 10 minutes.
Spoon the bread pudding into bowls, and drizzle over the egg nog rum sauce.