Clark has become available since being surprisingly sacked as Huddersfield manager.
Moxey said: "We said this was not a job for a novice and I don't want to get drawn on individuals.
"Lee Clark has clearly done a good job at Huddersfield and we are aware of his sudden availability. It is difficult, though, for us to speak of individuals.
"We have given assurances to everyone to protect confidentiality that we would never break confidences."