I would recommend the opposite of some of the advice above. All your correspondence, your resume, your job application, everything, should be in the name you want to go by. Buzz Aldrin, J R Ewing, whatever.
When you get hired and sit down with HR, they'll get your official ID and put in the right name for tax purposes. If your nickname is a short form of your full name, they won't bat an eye. Likewise if you're going by an anglicized version of (or alternative to) your documented name.
I go by a name which is a common-enough nickname but which in my case is a short form of my (rare) full given name (think...Chuckbert, or Johnnyford). Once, at a large US financial employer, they used my full first name as the display name for my computer account (and thus e-mail etc.) So yeah, there are outfits who think they can decide what their employees' names are. But they never acted like anyone was trying to hide something, they just looked up your full name and used it.
Big exception: if you've ever been known before to this organization, you should probably be consistent with how they knew you before. Otherwise they could suspect you of trying to sneak past their records.