I would expect that a capital ship the size of a Star Destroyer would have shields capable of blocking a single fighter's fire. Possible explanations I can think of:
The shields weren't powered at the time. This would be the simplest explanation, but if the First Order know Finn's escaping, has a ship, and is willing to fire on them, wouldn't they activate the shields as part of the combat readiness procedure?
The shields were engaged, but not at full power. This would be the case if they had deflector shields or something to prevent damage from micrometeors and other space debris, but which were separate from the combat shields. But again, wouldn't the First Order turn on the combat shields when they heard someone was shooting at them?
The TIE fighter is sufficiently armed to penetrate the shields. This seems outlandish, considering the size difference of the ships. Also, since it's likely a Star Destroyer would have some of the most effective shield systems available, it would mean that capital ships are incredibly vulnerable to fighter swarms and their usefulness in ship-to-ship combat would be limited.
Is there a canon explanation for how this occurred?