In today's world, with the rapid development of Internet technology, the amount of data generated and recorded every day is increasing day by day, making big data technology plays an important role in all fields. The financial sector is no exception. Customers' credit information, borrowing records, and the number and volume of transactions in the financial market can all bring effective information and use value to enterprises through big data technology. Scholars at home and abroad have also done a lot of research in this field before. For example, He Xiaoman analyzed the forecasting effect of big data on financial risks, which can be used to evaluate customer credit risk and market risk, etc. Researchers at the Massachusetts Institute of Technology used big data analysis to determine that emotions affect the Dow Jones, S&P 500 and Nasdaq. This paper will introduce several existing big data technologies, combine them with existing problems in the financial field, and give several financial innovation applications.