Step 1Heat the oven to 350 degrees. Grease or spray a 13-by-9-inch baking pan.
Step 2Beat the egg yolks and sugar in an electric mixer with a whip attachment until the sugar dissolves and the mixture is thick and light in color, about 1 to 2 minutes. Remove the bowl from the mixer and fold in the zests, cinnamon and nuts.
Step 3In a separate bowl, beat the egg whites until stiff. Fold one-fourth of the egg white mixture into the yolk-sugar-nut mixture to lighten it, then fold in the remaining egg white mixture. Pour into the prepared pan.
Step 4Bake the cake for 30 minutes or until a toothpick comes out clean. Remove from oven and cool.
Step 5While the cake is cooling, prepare the syrup. Place the sugar, water and orange juice in a small saucepan. Bring to a boil and cook until the sugar is dissolved. Pour through a sieve into a cup to remove any orange pith. Cool.
Step 6Using a toothpick or skewer, poke holes all over the cake. Pour the cooled syrup over the cake. Once the syrup has been absorbed into the cake, cut it into squares and serve.