China's economy has grown by leaps and bounds since its reform and opening up, especially since it entered the 21st century. However, although China's total economic volume has jumped to the second place in the world, its per capita economic growth rate is far behind that of developed countries. In recent years, modern information technology, represented by the Internet, has been developing rapidly, and Big Data (BD) technology has received widespread attention. Under the guidance of the "Big Data" concept, China's economic and financial management system is also undergoing some changes. In the context of global economic integration, China's economic and financial system has also been presented with new opportunities for development. In response, the Chinese government has made timely macroeconomic adjustments and optimized the allocation of resources in order to maintain the momentum of economic growth. This article first provided a detailed definition and introduction of BD and economic and financial management. Through experimental analysis, data association technology was used to analyze the association rules between stocks (the support rate for stocks with code 002137.XSHE and code 002558.XSHE was 52.3%), proving that BD technology could build a financial management system.