The best picks not in lane to counter Vex include Kalista, Zeri, and Caitlyn. These champions are all good at countering Vex with decent win rates over 61%. Even if these Vex counter picks are not taken in the same position as you, it's not a good idea to choose them into any of these matchups. They will likely destroy Vex.
Yet, if the opposite team picks either Karthus or Singed, Vex mains should seriously consider selecting them, as they easily destroys these champions with win rates over 55% against both ofthem.