In this talk we discuss the challenges REANNZ members often face with the implementation and operation of security devices and how this experience has led to the development of a shared hosted firewall service inside of the REANNZ network. We discuss how this service was developed in collaboration with the REANNZ membership and, based on Fortinet's FortiGate NGFW (next-generation firewall), provides a modern security solution that has been designed from the ground up to support high performance data science.