I would also suggest checking the small print of the TTMRA policy: I am hopefully wrong but (years ago anyway) I had a feeling that if you could not apply to convert your NZ - OZ licence (and vice versa) under the TTMRA if that licence was itself was converted from overseas. Again, hopefully I am.mistaken.
For what its worth there are plenty of jobs going in both countries but Oz will give you many more options of employer etc, and Im pretty sure all the NZ based jet operators other than Air NZ require you to have an Oz licence as thier aircraft are on the Oz register anyway.