Preheat the oven to 350 F (180 C).
In a saucepan, put the sugar and wet it with a little water.
Cook until you get a well-browned caramel.

Pour the caramel into a baking dish and rotate the dish in your hands so that the caramel coats the bottom and sides of the mold. Let cool.

Once the caramel has cooled, add the milk to the dish, then the split and scraped vanilla bean and the rice.
Bake for 2 hours.

When removing from the oven, remove the thick skin that covers the rice as well as the vanilla bean.
Transfer the rice pudding to cups or small pots and let cool to room temperature.