Try giving the brush a couple of washes with regular shampoo or even pet shampoo if you have it, let it dry between washes. I found this works for some brushes, others I have found you just need to keep using and the funk fades with use.
I usually wash them with shampoo and then lather up with a good soap and let it dry overnight with the lather on. The following morning it will be smelling of roses.
Funny, I received a new 2 band finest a few days ago and it had no smell. Having asked the maker about it he said he washes the knots once, before installing in the handle. I shaved with it once and now it smells of my soap.
How come some knots come smelling like a decomposing corpse and others have no smell at all? Do some Chinese manufacturers wash the hair and some don't?