To engage in finance, the company requires a deep household guarantee: this is naked employment discrimination, and you can sue them in the labor department.

If you want to compromise, you need to find a person with a Shenzhen hukou to guarantee you, provide the hukou book and ID card of the person with a Shenzhen hukou who is willing to guarantee, and let him write the guarantee. Some companies may ask the person who provides the guarantee to come to the company to meet you in person.

Further reading: How to buy insurance, which is good, and teach you how to avoid these "pits" of insurance.