The core of financial institutions’ big data lies in risk control, making network security threat identification essential for enhancing data processing and service levels. This study applies the principles of network information transmission security prevention, combining frequency domain analysis and distributed processing to extract threat characteristics. A financial network security threat identification model is developed using BiGRU and Transformer models, and a SQLIA defense system is constructed by integrating multi-variant execution and SQL injection attack prevention. Additionally, an intelligent network security defense strategy is formulated based on finite rationality theory. Simulation results show an F1 composite score of 90.78% for threat identification, and the STRIPS-BR defense strategy reduces relative risk by 74.81% during peak times compared to other strategies. Supported by big data, this system ensures secure data transmission and enhances the network service capabilities of financial institutions.