In this paper we established a random financial chaotic system. Firstly, we discussed the exponential attractive set, boundedness, and asymptotic stability conditions of the stochastic financial system. Subsequently, the stochastic sensitivity function technology (SSF) is used to describe the probability distribution of the random bundle formed near the exponential stable equilibrium point, and the sensitivity analysis of the stochastic financial system is carried out. We designed a feedback controller by constructing stochastic sensitivity matrix to suppress stochastic oscillation and control chaos. Finally, the software Mathematica was used for numerical simulation.