Baird doesn't rule out bid for NAB CEO job

Former NSW premier Mike Baird hasn't ruled running for the top job at NAB, following the resignation of chief executive Andrew Thorburn.

Mr Thorburn and chairman Ken Henry announced they were stepping down on Thursday after a scathing critique by the financial services royal commission.

Mr Baird, NAB's head of retail banking, said he was "very proud" of what the outgoing boss had done as a leader - labelling him an "incredible person".

"Andrew has the highest integrity of anyone I have ever worked with," he told Seven's Sunrise on Friday.

"He is an amazing man and he has done a great job.

"Clearly, there are some things that have not gone well but at the moment, we think he is a great leader ... and we need to get back to work."

Asked repeatedly if would be throwing his hat into the ring, Mr Baird said "no comment".

"I'm not going to talk about that. I got a big job to do and I will do it."