With the rapid development of the financial industry, data warehouse technology plays a key role in decision support and information management. This paper takes the construction of financial statistics information platform as the research object, combines the technology of data warehouse, online analysis processing and data mining, and discusses how to use these technologies to build an efficient and scalable financial information management system. Through hierarchical design and step-by-step implementation, the data of each business system of financial institutions is integrated into the central data warehouse, and on this basis, a financial statistics information platform is built to provide comprehensive and real-time data support and decision-making reference for financial institutions. Taking the banking supervision information system as an example, the key elements and design and development process of data warehouse in the project are presented. This study has reference significance for the construction of future decision support system of financial institutions, and provides new ideas and methods for the development of financial industry informatization.