I would sketch part of the shape and then pattern the rest of it as needed.
Then model a cylinder and use Wrap command to wrap the sketch around the cylinder. Then you can use Law Extension to extrude the wrapped sketch according to the cylinder face. Finally thicken the surface and apply necessary blends or chamfers.
Example made in NX10.
Answered with a tutorial: https://grabcad.com/tutorials/how-to-create-a-part-of-third-ring-piston-in-nx