A "Conservative" is a noun only read in political science in Finland. Practically, it would mean that you are reactionary, and no one would take you seriously. There is a Liberal party in Finland, but it's nothing in the sense of american or canadian liberal. Liberals in Finland are for more personal freedom, dismantling the welfare system, reaganist economic policy and 100% secular. They usually get 0,1-1% of the vote. Also, even if parties like KOK and RKP are rightwing, they are no way as right as the democrats of republicans in USA.
The power usually shifts between the three big parties: KESK(center), SDK(left) and KOK(right), the who one gets most of the votes and is forced to have a coalition with the other big one and some of the smaller parties. E.g. KESK, SDK, VS, VIHR, RKP(left-center) or KESK, KOK, RKP(right-center). Sometimes, the social democrats and KOK can form coalition as well. RKP (The Swedish minority party, which is center-right) has practically been in each goverment since the start of parlamentarism, since their only demand is the rights of the swedish speaking minority, they usually go well with any of the big parties.