Being from a small town in Ireland, she said it was the first time she had even heard of the place, but was up for the new adventure.
Less than six months later, she touched down at Dubai International Airport and is now in the midst of her 19th Ramadan in what she calls her "second home".
"This is my 19 Ramadan. My first one fell over Christmas 2000 and I remember it so vividly."
At first, she said she was baffled by the idea of Ramadan. Being from that small town in Ireland, she'd heard of the word but never fully understood what it meant, so she but sought guidance from a colleague who was observing the fast.
"At first, I didn't understand why people abstained from eating and drinking from dawn till dusk. But when my friend explained the religious meaning behind it, I couldn't help but respect the will behind it."
For her first few years here, she said she actually lost a little weight during the holy month because she was so nervous of forgetting the rules and being caught eating - and it took a lot of getting used too.
"I found it hard to turn down my music and hide my food and water, but now I'm used to it and it's just second nature to me."
But without doubt, she said Ramadan has opened her eyes up to one thing.
"My perception of Ramadan is that I'm always amazed by the dedication and perseverance of all fasting Muslims, especially in 50 degree Celsius heat."
And because of that, 18 years ago, Finn decided that she too was going to mark each Ramadan by giving up one thing she enjoyed.
"I don't follow the full fasting hours but I always give up all sweet stuff, especially chocolate, for the whole month."
Over the years, Finn said she has attended several Iftars with friends and colleagues, and last year she even hosted her own, at work.
"I'd say that was one of the best Iftars I've been too. Everyone attended, everyone got involved, the cleaners, the horse grooms, the bosses, and everyone brought a dish from their home country. It was a real coming together moment. There were 12 different nationalities and we had a great time. It really brought home to me the spirit of Ramadan."
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