While his Cabinet colleagues have been winding down from their holiday, Groser has sacrificed the New Zealand summer and Ratana celebrations for the remote Swiss ski village that has been transformed from Ohakune to Queenstown.
He's brought the Prime Minister with him, and is across the room from Mr Key, holding court in French with other trade aficionados.
"It's quite a surreal experience," says Mr Key at the end of a day in which he hosted a breakfast with stars of the economic world, fund managers, Nobel laureates, and commentators such as CNN's Richard Quest and the Financial Times' chief economic commentator, Martin Wolf.
Davos is not just for rock stars of the economic world. Real ones are invited too. Climate change campaigner Al Gore arrived with musician Pharrell Williams; will.i.am was there and tenor Andrea Bocelli performed.
Mr Key also had a brush with royalty: "I just got pushed out of my way, which my security guys thought was highly offensive. It turned out it was by Prince Andrew's security guard, so it was maybe a good miss."
Prince Andrew was in Davos in his role as a champion for British trade.
The four-day forum was more slanted to business than politics, Mr Key said. "Apparently there's 100 billionaires here," he said.
Mr Key encountered another dedicated networker at dinner one night, sitting next to former Prime Minister Helen Clark who was invited to take part in a session on the social agenda.
He said New Zealand has been in high demand in Davos.
The Turkish Prime Minister, Ahmet Davutoglu, sought him out to talk about what was happening in Syria and Iraq - "what the West's intervention looks like".
The South African President, Jacob Zuma, wanted to talk to him about African representation on the Security Council - New Zealand has just begin a two-year term.
He caught up with former British Prime Minister Gordon Brown, now a UN special envoy for education. And US Trade Representative Mike Froman sought him out to give him an update of the Trans-Pacific Partnership talks .
Who else? Who knows who he might bump into in the wonderland of Davos.
But he has until next Tuesday morning before he lands back in reality, and heads to the first Cabinet of the year.