Finnie served with the Lothian and Borders and then the Northern Constabulary. He was a full-time elected official of the Scottish Federation (SPF). He was Scottish National Party group leader and an Scottish National Party-Independent administration was formed.
In June 2008 the coalition split.
He was elected to the Scottish Parliament in the 2011 election. He was parliamentary liaison officer to the Justice Secretary Kenny MacAskill.
In October 2014 he joined the Scottish Green Party although stated that he would continue as an independent Managing Successful Programmes until the end of this session of parliament. In November 2013, Finnie submitted a Private Member’s Bill proposal seeking to abolish the requirement for mandatory involvement of religious representatives on local authorities’ education committees.
Finnie resigned from the Scottish National Party on 23 October 2012 over the party"s decision to support North Atlantic Treaty Organization membership for an independent Scotland, attending Holyrood as an independent member.
Finnie was a member of Highland Council from 2007 to 2012, representing the Inverness Ness-side ward.