Arnfinn Heje’s father was the founder of the Agra margarine factories in Oslo and Stockholm in the 1880s. He graduated as an engineer from the Trondheim Technical College in 1913 and studied in Sweden, Denmark, Germany and the Netherlands. He became Agra’s technical director in 1914 in Oslo and 10 years later in Stockholm. In addition, he was member of board of numerous companies including printing offices, cinema theatres, and margarine manufacturers in Norway and Sweden. Heje also held official positions in the Norwegian Chamber of Commerce the Stock Exchange’s permanent arbitration court.
Heje married Elisa Sundt in 1943, who had a daughter from her first marriage. In 1912, Staib was a member of the crew of Alfred Larsen’s Magda IX, winning gold at the Stockholm Olympics, coming from behind, however, in both races.