He had self immolated after reportedly failing to settle overdue payment of his vehicle leasing.
The person has set himself on fire after pouring a bottle of petrol, reports say.
Bystanders and security officers of the company had attempted to stop the flames.
However, an advertising firm has been trying to influence media not to publish the incident.
LB finance is owned by Dhammika Perera, the former secretary of the Transport ministry.