The construction of financial software infrastructure mainly involves law, human resources, language, and innovation capabilities, etc. Firstly, in order to provide a legal environment and legal support for the coordinated financial development of the two places, and in view of the differences in legal systems and jurisdictions, cross-border management in pilot zones can be set up to support the development of special financial services. Specifically, it is necessary to strengthen legislation, pay attention to quality justice and quality law enforcement, and strengthen the construction of international commercial arbitration system, while actively learning from the experience of Hong Kong and other regions. Secondly, attract and cultivate talents familiar with cross-border financial markets, pay attention to the cultivation of versatile talents, and seize the opportunity to introduce talents. Thirdly, enhance the city’s innovation capacity in developing special financial services. On the one hand, technology innovation will promote the development of financial technology. On the other hand, the new economic industries related to technology innovation will stimulate the demand for financial services, including investment and financing.