Well, not precisely like this... I could not gather much and the Encyclopaedia Judaica had not much information on Finland (in fact I am assuming that in certain towns the Jews were forced to wear the yellow ring on their clothes but was not mandatory, it depended on how strict the functionaries were). For sure he is not orthodox, for that came later, so he was allowed to wear normal clothing.
Okay, but first let's set one thing straight: Finland is NOT Scandinavia... today! (that is... after their independence and several studies have finally figured out that their language, hear ye, hear ye, is not coming from the North Germanic family - to which belong the Scandinavian languages - but it is, in facts... Finno-lappic).
That said... Finland did belong to Sweden (and Russia, if I remember correctly) for centuries and during the time our story is set only the poor and the native would speak Finnish, some clergyman and local nobility... but the Official language throughout the Country, the one used by the nobility that was ruling over them, was Swedish.
Today there's still much confusion about this. So here is how it goes: Scandinavia is a Region that includes Sweden, Norway and Denmark... Countries whose languages have the same root and transition one into the other through dialects. In modern usage a lot of people extend the name to Greenland, Iceland, Finland and Faroe Islands. Common usage, though, does not mean they are right. (just like neon lights are, most of the time, just fluorescent lights... not neon!)
Our story, though, is set in XVII century and Finland was part of Sweden therefore categorized as Scandinavia! But our boy, who is a Jew first of all but a Finnish too... might take a little pride in the difference. We'll see about that. Right now, for sure, we know that he picked a name that reminded him of where he is from... Fynn.
He might have lost his family and his faith in God... his upbringing he cannot deny... his nationality he takes pride into. So whatever happened did not make him mad at his homeland... but at the people who ruled it. He was very unlucky too.
I picked Finland because, duh, I love Jean Sibelius and, duh, I liked the fact that the boy grew up in a land that was dominated by another Country. Kane did too... Sicily belonged to Spain.
They share something and that is why they can relate and become friends.
So if you find more information about Jewish communities in Finland... let me know... I am basing some things on the news I gathered about Germany and Poland but I will not go historically super precise... I am getting inspirations from certain accidents and event, so that we can discuss certain topics without actually talking about specific accidents.