 Finlay was called as rector of Trinity Church in Columbia in 1907; he remained there for thirteen years.During his time at Trinity Church, he helped move the parish away from the renting of pews as a source of income, and instituted "the Every Member Canvass as the chief source of parish support".In June, 1918, Finlay was granted a leave of absence to serve in France with the YMCA; he served for a total of seventeen months.