And yet who is the last F1 driver to finish their career at Ferrari? Badoer? Fishichella? Who's the last driver who won a race for Ferrari and finished at Ferrari?
Yes to the first question.
Regarding the second question, Gilles Villeneuve and Didier Pironi both spring to mindl but their careers at Ferrari didn't end by choice of either team or driver, that's for sure
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In terms of a driver leaving of his own volition, you have to go back to 1980 and Jody Scheckter. He was champion in 1979 for Ferrari, but then scored only two points defending the title while still driving for Ferrari in 1980, and retired at the end of the season. So, he would, sort of, be the answer to your question, I believe.
If you're looking for a driver who won a race or the title during the same season in which they finished racing and were driving for Ferrari, then that's tricky. You'd probably have to go back to the 1960s, or even the 1950s for that.