"I've got the most shocking language from those days, because that's how it was," she says.
Returning to New Zealand, she set up a derivatives desk, working alongside a programmer to create systems from scratch to trade what was then a new product, before going on to run the bank's interest rate desk.
She brought a different leadership style, preferring to support people through the tough trading days and pulling together as a team, rather than the "every man for themselves" approach.
That's not to say she's a softie. Resilience was needed to survive the trading floor and Nelson says she can be quite hard edged. "Crying has no effect on me because I just had to be so tough."
Nelson's banking career came to an end with the arrival of her daughter in 1990, followed very closely by twin boys.
She says being at home with three children under two was the toughest thing she's ever done.
"At one stage I never thought I was going to get up off the ground ... all my jeans had holes in the knees from crawling around under highchairs."
Nelson says there's an assumption that as an executive she can't have had children - she now has four, having "acquired" another daughter who joined the family as a teenager - but she doesn't pretend it was easy.
"Let's be real about this, it's hard."
There are times in a relationship when one person has to tread water career-wise and not feel resentful while the other person is stepping up, Nelson says, and she credits husband Graham and the children for supporting her career.
Nelson was back in the workforce by the time her eldest started school, and flexible hours were a non-negotiable employment condition.
Getting a role at a time when part-time hours weren't the norm meant taking on a job she was over-qualified for, but provided a win for her employer, Airways Corporation, where she began as treasurer.
Initially working part of the week from home - she was known to use the Playcentre fax machine to settle cash positions - the hours gradually shifted to more time in the office as her children got older.
The decade at Airways opened the door to a similar job at Contact - a bigger company that provided a real challenge for Nelson.
When she realised she wanted to move beyond a specialist role in finance, to more general management, Nelson went about making it happen in a deliberate way.
"Sleuthing" around the business, she set her sights on the generation and development area - one that could combine her treasury experience in nailing negotiations and the analytical, physics and engineering skills from her university and banking days - and set the wheels in motion with a coffee date with the unit head.
For the past five years she has worked on the operational side, particularly enjoying steering negotiations that had become mired, often for years.
Work on reconsenting the Ohaaki geothermal field north of Taupo, in the face of staunch Maori opposition, is a standout for Nelson.
Local iwi had moved their marae to accommodate hydro development on the Waikato River, only to find nearby geothermal generation was causing significant land subsidence at the new location.
Not only was a deal struck, but Nelson says she has formed good friendships within the local iwi and makes a point of stopping by every six weeks to catch up.
The exposure to the Maori approach to intergenerational sustainability has also given her a different perspective on the timeframes for her own decision making. "I'm thinking: what am I doing today that benefits my grandchildren?"
Nelson is six months into her new role as general manager operations, one that had always appealed but she'd assumed needed an engineering background.
The focus has been on culture, in an environment that has traditionally rewarded technical expertise.
Now, 50 per cent of individual KPIs are behaviour-based - a big call, she says. "It means you can no longer be technically brilliant and deliver your outcomes to 110 per cent and be a complete arsehole while you're doing it."
Nelson admits that can result in tough conversations, but experience has taught her to be up-front rather than walk away stewing over things left unsaid or misinterpreted.
"And I think if you spoke to anyone that works with me, I laugh a lot.
"Life's short so it has to be fun otherwise there's no point at all."
