Although interest in big data analytics (BDA) has increased in recent years, studies on the subject in the context of financial institutions (FI) are still rare. Given this gap, the objective is to analyze how scientific research approaches BDA in the context of FI. A systematic review of the literature is carried out. The results show that the literature focuses on the themes: risk management, marketing, web and social media, technology and data analytics and consequences of BDA use. In addition to defining and identifying the themes of BDA application in FIs, this study contributes to the proposition of a framework that consolidates the research agenda and proposes directions for future studies on BDA in the context of FI, such as the use of BDA in FI, in particular, on the themes of financial risk management and marketing.