Preheat your oven to 375°F (190C/170C Fan) and butter a deep sided baking dish.
In a small saucepan, heat the currants with the whisky and vanilla over a medium heat until the liquid begins to boil. Allow to boil for about 2-3 minutes to allow the currants to infuse with the flavour. Remove from the stovetop and allow to cool.
In a large jug, add your eggnog, eggs, sugar and ground nutmeg. Whisk together.
Place your cubed bread in a large mixing bowl and add the eggnog mixture. Toss to coat the bread and allow to soak for about 5 minutes.
Add the melted butter along with the currants and excess liquor from the saucepan. Stir through.
Pour the mixture into the prepared baking dish and cover in a layer of aluminium foil. Place in the centre of the oven to bake for about 1 hour. In order to check for doneness, use a table knife inserted into the centre of the bread pudding. The pudding is ready when this comes out clean.
Once baked, remove from the oven and cool for about 5 minutes before serving.
Serve warm with whipped cream and fresh grated nutmeg.