The complexity is $O(n)$ - you can compute the nim-value $p$ of the position as a whole, then nim-sum that with each of the column values $\\{c_i: i\leq n\\}$. The valid (winning) first moves are exactly the ones for which $c_i\oplus p\lt c_i$. (Note that you can't have $c_i\oplus p=c_i$ unless $p=0$, in which case there are no winning moves for the first player). What's more, since just computing $p$ is $O(n)$ (you have to look at all the data), you can't really do any better than this. (Though parallel algorithms are another story -- I don't know what the complexity is in a PRAM model, for instance.)