The "main" employment opportunities for foreigners are as follows:
Finance sector be it law, accountancy, consultancy or IT based.
Banking as above.
CEO and CFO level staff of international companies, that have a branch in HK.
Education: Dip Ed or PHD qualified or less qualified tutorial centres.
Aviation ie Airframe/Avionics engineers, Air Transport pilots
Logistics auditing, engineering and quality assurance.
Food, beverage and Hotel management. Primarily Chefs/Hotel Managers
Project management in many area's of construction, architecture, civil engineering, like who the MTR corp contracts.
Manufacturing, quality assurance auditing, product planners, industrial designers etc
The above are about the most common area's of employment, for newly arrived expats, more options available for foreigners who don't need work visa sponsorship.
The above statement is based on folks I bump into, that work here, and the occupations/sectors that they mention they're involved in.