  We consider a system of Forward Backward Stochastic Differential Equations
(FBSDEs), with time delayed generator and driven by L\`evy-type noise. We
establish a non linear Feynman Kac representation formula associating the
solution given by the FBSDEs-system to the solution of a path dependent
nonlinear Kolmogorov equation with both delay and jumps. Obtained results are
then applied to study a generalization of the so-called Large Investor Problem
where the stock price evolves according to a jump-diffusion dynamic.
