Mr Sze is a former Executive Director of the Hong Kong Trade Development Council (TDC) (1996 - 2004), the statutory organization responsible for promoting and developing Hong Kong's external trade.

Before joining the TDC, he was the Secretary for the Civil Service and prior to that the Secretary for Constitutional Affairs of the Hong Kong Government. In a civil service career spanning more than 25 years, he headed a number of policy branches and departments.

From 1992 to 1996, he was a member of the Executive Council, the Government's highest policy-making body. In 1997, he was appointed a non-official Justice of the Peace.

After retiring from TDC, he continues his voluntary service to the community as the Chairman of the Operations Review Committee of the Hong Kong ICAC. Also, he is an Independent Non-executive Director of the Swire Pacific Limited, Yangtzekiang Garment Ltd and YGM Trading Ltd., as well as a Consultant to the Board of Lee Kum Kee Co Ltd.

In recognition of his service to Hong Kong, Mr Sze was awarded an Imperial Service Order in 1990 and made a Commander of the British Empire in 1995. In 2004, he was awarded the Order of the Rising Sun, Gold Rays with Neck Ribbon by his Majesty the Emperor of Japan in recognition of his efforts to promote economic exchanges between Japan and Hong Kong, and a Gold Bauhinia Star by the Government of the Hong Kong Special Administrative Region.