Borgman's short film Berik won the Grand Prix for Best Short Film at Cannes Critics' Week. His second short film, Lars and Peter, was selected for the competition section last year.
The 28-year-old described the award as "a real honour" and felt "supergood" to have received it.
Berik was filmed in eastern Kazakhstan and explores the issue of nuclear testing through the life of the main character, who was born blind and deformed because of radioactive pollution.
However, Borgman's next film will take place closer to home.
His father, Roy Borgman, of Dunedin, said his son's first feature-length film, The Weight of Elephants, would be based loosely on the Bain family murders in Dunedin in 1994.
It has been described as a coming-of-age drama about a paperboy who witnesses a murder.
However, Borgman was tight-lipped about the film, saying the script was still being developed for the "personal, human story" .
It would be the first Danish-New Zealand feature film co-production, and filming in the city was expected to start in August next year.
Borgman has been writing the film while in a 20-week Cannes Film Festival 20th Cinefondation Residence development programme in Paris. He has been based in Denmark since 2005.