I didn't need a bank reference, I opened my account on my employment contract, an overseas check which would take them a month to process (and in the meantime my account would have about HK$100 in it), and my passport. Didn't even have a working visa yet.
This was at Hang Seng, which I picked pretty much at random, and which are considered one of the more strict banks with regards to documentary requirements. Walk into one of the second tier banks and you can probably just bring cash and a passport.