Hi, you need the BGT exam credit to be able to obtain a turbine aircraft rating of any sort on a NZ license. Obviously you will need to convert to a NZ license for an Air NZ job. Remember having the Aussie ATPL subjects will not convert to be any use under the TTMRA unless you hold the actual ATPL license so your exams will be no good at this point (until you have the hours for it to be issued and can then go back and upgrade at a later date and so on).
So you will need the exam credit. Having done the component in your ATPL exam it should be an easy enough self-study refresher for you and can then just sit the exam with ASL NZ. It can not be done with ASL Australia, and must be sat in NZ.
Aviation Services Ltd should provide more info including costs on this for you. You can sit the exam before having your license converted if you wish.
Good luck!