Can't detect memory leak in C++ code

I am trying to detect the memory leak error in my code in c++. I have tried using valgrind but it is not providing me enough info to debug my code. Any help is greatly appreciated. The code is extracted from a .h file I was working on to implement a data structure in C++11.

class key_value_sequences {
public:
// YOU SHOULD USE C++ CONTAINERS TO AVOID RAW POINTERS
// IF YOU DECIDE TO USE POINTERS, MAKE SURE THAT YOU MANAGE MEMORY PROPERLY

// IMPLEMENT ME: SHOULD RETURN SIZE OF A SEQUENCE FOR GIVEN KEY
// IF NO SEQUENCE EXISTS FOR A GIVEN KEY RETURN -1
int size(int key) const
{
    for( int i=0; i<pairs.size(); i++)
    {
        if( pairs[i][0] == key )
        {
            return pairs[i].size() - 1;
        }
    }
    return -1;
}

// IMPLEMENT ME: SHOULD RETURN POINTER TO A SEQUENCE FOR GIVEN KEY
// IF NO SEQUENCE EXISTS FOR A GIVEN KEY RETURN nullptr
const int* data(int key) const
{
    int length = size(key);

    if( length == -1 )
        return NULL;

    int * data;
    data = new int[ length ];

    for( int i=0; i<pairs.size(); i++)
    {
        if( pairs[i][0] == key )
        {
            for( int j=1; j<pairs[i].size(); j++)
            {
                data[j-1] = pairs[i][j];
            }
        }
    }
    return data;
}

// IMPLEMENT ME: INSERT VALUE INTO A SEQUENCE IDENTIFIED BY GIVEN KEY
void insert(int key, int value)
{
    bool found = false;
    int pos = -1;

    for( int i=0; i<pairs.size(); i++)
    {
        if( pairs[i][0] == key )
        {
            found = true;
            pos = i;
        }
    }

    // insert if found in old vector,
    // else make a new vector

    if( found )
    {
        pairs[pos].push_back(value);
    }
    else
    {
        // insert new value set for the key
        std::vector<int> v;
        v.push_back(key);
        v.push_back(value);
        pairs.push_back(v);
    }
}
private:

// list is stored as a vector and
std::vector< std::vector<int> > pairs;

}; // class key_value_sequences