In recent years, the rapid development of FinTech has attracted widespread attention globally. It not only brings unprecedented challenges to the financial industry, but also inspires significant reforms and innovations in banks’ internal operations. In this paper, based on the support of fintech, the Harris Hawk algorithm is used to optimize the GRU algorithm to construct an efficient digital operation system for banks. This system focuses on improving and enhancing the operation work of different business areas within the bank. After applying this system, the bank has combined fintech with risky operational work, resulting in an average capital adequacy ratio of 12.97, which is strong evidence of the bank’s high affordability in risk management. In addition, the banks’ efficiency of technological advancement grew at an average annual rate of 0.4%, which is the most significant change, showing a trend of growth in tandem with total factor productivity. The scale efficiency has an average annual growth rate of 0.5%, which further demonstrates the system’s significant effectiveness in enhancing banks’ operational efficiency. The system proposed in this paper can effectively promote the digitization process of bank operations and significantly improve banks’ operational efficiency and risk management capability.