I come from a Jewish family in Finland, and have researched my Jewish roots here. Many Jews were allowed to settle in Finland after having served in the Tsar army if and when their service ended in the Grand Duchery of Finland like my Grandfather did in the end of the 1800s´. I agree with mr. Seth Jacobsson, whose reply is very accurate and true regarding Jewish names in the Nordics. There are many Finnish Jewish families who changed family names or adopted Finnish sounding "look-a-like" family names in the 1930´s for obvious reasons, like my father did.
I am happy to give you some tips of databases in Finland if you like.
Roni Keini, Helsinki, Finland