Eventually my goal is to end up working at GS. What is the best way to get there? Would it be better to go to U of Auckland then get internship at Goldman Sachs Auckland, work here for a couple of years then transfer to New York or would it be better to go to College in the US?
Both pathways are possible although the latter gives you a significantly higher chance of getting an offer. GS Auckland office is pretty small and in 2015 they only accepted 2 interns across NZ (one from Otago and one from Auckland from what I could remember). Transfer is also very competitive especially to NY assuming that you successfully get both internship offer and return offer. GS hires many more interns and analysts from US colleges and business schools so going to study there is definitely not a bad option to consider!