"at" is needed here because "around" relates to the number, not the verb (consider "I walked around the town"). If "finish around 25%" was correct, then so would "finish 25%". However, you will hear "at" omitted by native speakers when speaking informally or even as a mistake.

The way I see it,both of them work. The second one is rather correct but we can say first one with abbreviation of "at". Native speakers sometimes omit prepositions but I couldn't find this case often especailly for "at". So you would better to choose the second one for sure.