As one door closes, another opens. Three weeks after Mike Baird quit as NSW Premier he was paying a visit to his former employer Deutsche Bank on Thursday.

In dark glasses and sporting a grey suit, purple tie and with a briefcase slung over his shoulder, Mr Baird looked every inch the banker as he emerged from the firm's Hunter Street offices after an hour.

But he insisted to Fairfax Media he had not taken a job, nor was he looking for one at Deutsche Bank.

Rather he explained he was catching up with a bank employee who was an adviser to the NSW government's multibillion-dollar electricity "poles and wires" privatisations, overseen by Mr Baird.