Captain reported the ground crew pulled the chocks without telling the crew before the brakes were set causing the aircraft to roll after engine start. Post flight the crew was advised the GPU connector was pulled out of the receptacle when the aircraft rolled.

Narrative

Brakes not set. Chocks were pulled; unknown to the crew. GPU connected. Both crew members stationed when FO started #2 engine and plane started to roll. Crew realized plane rolling and applied brakes. The plane had rolled enough to pull the GPU connector out of the GPU receptacle. Marshal in front of the plane gave the stop signal to the crew. Line personnel came to the Captain's side window and gave the GPU disconnect signal. Captain looked back out side window to see if all was okay. It appeared so. Marshal released the stop signal. FO started #1 engine on battery power. Crew gave a thumbs up; flashed lights to start taxi. Marshal gave guidance out and off [FBO] ramp. Crew then taxied to active runway. Upon reaching destination; the crew were advised to call company. Company advised the GPU cable was snapped in two and asked if we were okay and any damage done to the aircraft. Crew inspected and found NO damage. Captain then called [the FBO] and talked with the OPS manager. Manager advised the cable was snapped out of the end plug and NO injuries were reported. Captain generally sets brake of this crew. Ground personnel pulled chocks without asking or notifying the crew.