Finney grew up in Marple, near Stockport, before moving to Dorset. He joined the British Army in September 2000. His first operational deployment came in the Iraq War. On 28 March 2003, the Scimitar armoured vehicle he was driving came under attack from a pair of American ground attack aircraft in a friendly fire incident. Finney rescued several of his comrades despite being hit by the attacking aircraft. For his valour he was awarded the George Cross – the highest award for acts of conspicuous gallantry performed when not in the face of the enemy, becoming the youngest serviceman in the British Armed Forces to receive it.