"I'm finishing work at 4" , "I'm going to finish work at 4", and "I'll be finishing work at 4" will all work depending on the tense your speaking in. You could also say "I finish work at 4".
2018년 3월 26일
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I will finish work is more common and correcte
You can say also I will finish work at 4, or i will be finished work at 4.