Preheat the oven to 350 degrees . Line a 9-inch square baking pan with a 12-inch-long sheet of foil. Using a food processor, mix the flour, almonds, sugar, baking soda and salt until the nuts are finely ground. Add the butter and pulse until coarse crumbs form. Beat together the egg and vanilla; drizzle over the dough mixture. Transfer the mixture to a large bowl and knead with your fingertips until clumpy.
Transfer two-thirds of the dough to the pan and press into the bottom to form an even layer. Spread the preserves on top. Dot the top with the remaining dough in clumps.
Bake until the edges are lightly golden, 35 to 40 minutes. Let cool completely. Turn out of the pan, remove the foil and cut into squares.