Finnur started his coaching career as an assistant to Herbert Arnarson on KR men's team in 2004 and served there until 2008.

[3] On 30 April 2017 he won the Icelandic championship with KR for the fourth consecutive season, earning him the nickname "Finnur sem allt vinnur" (English: "Finn(ur) that everything Wins").

[8] On 28 April 2018, Finnur won his fifth straight Icelandic championship after KR defeated Tindastóll in the Úrvalsdeild finals.

[21] Finnur served as head coach of the men's national team during the 2017 Games of the Small States of Europe.

No KR players were selected to the camp which aimed to help the coaching staff select two players for the remaining rosters spots prior to Iceland's games against Finland and the Czech Republic in the 2019 FIBA Basketball World Cup qualification later that month.

[25] Due to the criticism and the Icelandic Basketball Federation silence on the matter, Finnur stated that he was contemplating resigning from the national team.