The 33 year old Englishman recorded four birdies in his first 12 holes to reach four under par at Blackstone GC in Korea.
Having finished in the top 11 three times in his last seven events, it was no surprise to see Finch a shot clear of Wales' Jamie Donaldson, Ireland's Shane Lowry and home pair Park Sang-hyun and Son Joon-eob.
World Number One Lee Westwood made a good start with birdies at the 18th and fourth taking him to two under par with five holes to play.
That was enough to be in a large group tied for sixth on two under.
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