Preheat oven to 350 degrees. Butter a 9 inch baking dish.
Flatten each slice of bread down as much as possible. Butter each piece then cut the slices in half and put aside.
In a bowl whisk together the sugar, vanilla, and eggs until pale and fluffy. Add the cream, milk, and Baileys. Whisk until smooth.
Slice bananas and lightly toast your almonds in the preheated oven.
Dip each piece of bread in the egg mixture, then begin to layer the bread, banana, and almonds in the baking dish. Top layer should end in the bread. Pour over the rest of your egg mixture, using your fingers to pat down the bread to make sure it soaks up all the flavor.
Generously dust the top of the pudding with confectioners sugar and bake in the oven for 35 minutes or until custard has set around the outside but is still jiggly in the middle. Allow it to cool and firm up slightly.
Serve on its own, with ice cream, or whipped heavy cream.