Josef (Sepp) Finger studied at the Handelsakademie and was employed from 1919 in a Vienna bank. In 1926 he emigrated to Turkey, living in Ankara and Constantinople (Istanbul), travelling around Asia Minor and working for the Deutsche Orientbank. From 1927 he worked at the Austrian legation in Turkey and the Deutsches Archäologisches Institut in Istanbul and he also organized a zoological study trip through Anatolia. He returned to Vienna at the end of 1934 and was employed by the Österreichisches Verkehrsbüro. After the annexation of Austria, he was employed initially at the Feinstahlwerke in Traisen, Lower Austria, and then as export manager in Vienna. Finger, who spoke Turkish and several European languages, was employed in 1939 as an interpreter in the Vienna Gestapo censorship department and also joined the SS Security Service (SD) that year. He attended the SS leadership school in Fulda in 1941 and was promoted to SS-Obersturmführer. In 1943/44 he published extensive travel reports, particularly about Turkey, in the Völkischer Beobachter. Until September 1944 he worked in the press censorship department of the Vienna Gestapo and later in Department (Amt) IV (Gestapo) of the Reich Security Main Office in Berlin. He moved to the anti-Communist Department (Amt) VI in February 1945. His last posting was in the special department for combating Austrian resistance. From February 1946 to July 1947 he was detained in the Marcus W. Orr US internment camp in Glasenbach near Salzburg. He said nothing there or during registration as a Nazi about his career in the Gestapo and ultimately lived under a false identity in the Saalfelden area. In 1947 he was transferred to the prison of the Landesgericht für Strafsachen (provincial court for criminal matters) in Vienna, and Volksgericht proceedings were instituted against him under §§ 8, 10 and 11 of the Prohibition Act (registration fraud, illegality and qualified illegality). Finger claimed that he had been sent to the Gestapo by the employment department and had been used there merely for "subordinate activities". In 1949 the public prosecutor's office in Vienna dropped the case.

On several occasions between 1935 and 1944, Finger had given or sold the Museum für Völkerkunde (Museum of Ethnology, now Weltmuseum Wien) objects from the Caucasus, Asia Minor, Persia and the Middle East. The objects were not identified as having been expropriated by the Nazis, and it is most likely that Finger acquired them during his long sojourns abroad. The Art Restitution Advisory Board took note of a report on the ethnographic items in the Weltmuseum from Finger on 30 November 2012 and a dossier on textiles in the MAK on 26 September 2014.