The youngest of 11 children, he showed a strong interest in business and entrepreneurship early on, selling things at the age of 15, four years before moving to the United States where he worked as a salesman in St. Louis, Missouri.
His strong views regarding the ease of doing business in western Canada and being against monopolies (which resulted in high insurance premiums) led him to politics where he helped found the liberal party of Manitoba.
He also served as acting warden of Holy Trinity Anglican Church, joined Manitoba Health by appointment in 1893 and was director of the Northern Trusts Company, in 1905 became a founding member of the St. Charles Country Club.
He supervised the young, fast-growing company which expanded to Eastern Canada in 1895 when it acquired Saint John based Dominion Safety Fund Life Association and the United States in 1906 when it began operating in North Dakota (American business became separate from Canadian operations in 1979 and became The Great-West Life & Annuity Insurance Company).
Great-West Life was incorporated on August 28, 1891; Brock led the company alongside Winnipeg mayor Alexander Macdonald who was its first president.