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The Welsh Rugby Union is believed to have drawn up a three man short list with Rennie, former Auckland coach Wayne Pivac and Hurricanes coach Chris Boyd among the names mentioned as possibilities.
Rennie took over as Glasgow Warriors coach earlier this year and says he hasn't had talks with Wales.
However he says he wants to operate at test level and he will see what the next couple of years brings.
"Absolutely. When I came over here I was pretty keen to be involved in the week-to-week stuff, because you get a chance to work with a lot of players with regards development and so on," he said.
"I keep saying I'm a young coach but I'm not getting any younger.
Rennie says he's surprised to be lined to the Wales job and there will be plenty of guys keen to take over after Gatland.
"There will be plenty of guys keen to take over after Gats, so I am sure that will play out over the next year or so."