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The last thing you expect to hear at a symphony concert (6)

Ross

I believe the answer is:

finale

I'm a little stuck... Click here to teach me more about this clue!

'the last' is the definition.
('finale' can be a synonym of 'last')

'thing you expect to hear at a symphony concert' is the wordplay.
I cannot quite see how this works, but
'at' could be 'in' (synonymous in some cases - eg at school, in school) and 'in' is found within the answer.
'a' is present in the answer.
This explanation may well be incorrect...

Can you help me to learn more?

(Other definitions for finale that I've seen before include "Denouement" , "In leaf (anag.)" , "Ending" , "Conclusion of a performance" , "When it's grand, it's the last scene" .)

I've seen this clue in the Evening Standard.
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