The Relay Task Group of IEEE 802.16 has developed IEEE 802.16j which supports mobile multi-hop relay (MMR). MMR utilizes relay stations (RS) to extend network capability. Since attacks are easy to mount in wireless interface between RSs and BS, security issues seem to be more important. This paper proposes a group key management scheme that agrees with the Security Zone Key (SZK) specified in IEEE 802.16j. The scheme has two features. First the re-keying mechanism is efficient lightweight. Second, the scheme is flexible to allow new RSs to join the group.