Google this
"Article 13 Restrictions on expulsion from Hong Kong"
and you find this:
Deportation
249. Under section 20 of the Immigration Ordinance (Chapter 115), the Chief Executive of the HKSAR may make a deportation order against an immigrant if the immigrant has been found guilty in Hong Kong of an offence punishable with imprisonment for not less than two years, or if the Chief Executive of the HKSAR deems it to be conducive to the public good....
250. [B]Applications for deportation orders are made by the Director of Immigration. Before applying to the Secretary for Security for a deportation order against an immigrant, the Director will notify the immigrant of his intention to seek his deportation and invite him to make representations against the deportation....
251. An immigrant against whom a deportation order has been made may lodge an objection to the decision with the Chief Secretary for Administration within 14 days.
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Note: The above doc appears to be fairly old.
I don't know the shoplifting laws here and how they categorize smaller thievery but this clause suggests that if guilty of a crime for which imprisonment of two years or more is the penalty - that then they can boot you out. Less than that - I didn't see anything there but I looked fast.
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The other way an employer can find out is if they have a policy of annual checks on credit and criminal backgrounds and some do. Then they'd find that they have someone who is untrustworthy among them and would find a way to boot their rears out the door. The good news for the petty thief here is that criminal records for employment purposes can be done but require someone to accompany the person to the police station as an all clear ends up in no report provided. Also, if there was this record, the untrustworthy guy wouldn't take it back anyway.
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As for advising the person to lie to his employer, in most jurisdictions and I assume HK too as it is very easy to fire folks here, that lying to your employer is grounds for dismissal for cause. This usually means you don't need to give notice or severance (not sure of HK though). It would be far better if this bozo gets caught to show his remorse for such a foolish act. If stats prove anything it is that when a shoplifter gets caught, it is not their first time stealing from innocent business owners and driving up the cost of goods for the rest of us.
As HK Chigger notes - that is none too bright a bit of advice.