Place the rice in a heavy saucepan, stir in the milk, vanilla bean, and cinnamon stick, bring to a simmer, and cook, stirring from time to time with a wooden spoon, until most of the milk has been absorbed, 30 to 40 minutes.
Stir in all but a tablespoon of the cream and continue cooking until the rice is very tender, another 30 to 40 minutes.
Remove from the heat, stir in all but a teaspoon of the sugar, cover, and allow to cool until lukewarm, about 45 minutes.
Remove the vanilla bean and cinnamon stick and stir in the mascarpone.
Mix the almonds with reserved spoonful of cream, then toss with the reserved spoonful of sugar.
Place them on a foil-lined pan in a toaster oven or 350°F (180°C) oven and toast them until they are lightly browned.
Serve the rice pudding with a sprinkling of the nuts on top.