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For a reductive Lie algebra g, its nilpotent element f and its faithful finite dimensional representation, we construct a Lax operator L(z) with coefficients in the quantum finite W-algebra W(g,f). We show that for the classical linear Lie algebras gl_N, sl_N, so_N and sp_N, the operator L(z) satisfies a generalized Yangian identity. The operator L(z) is a quantum finite analogue of the operator of generalized Adler type which we recently introduced in the classical affine setup. As in the latter case, L(z) is obtained as a generalized quasideterminant.

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