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Analytical customer relationship management (CRM) systems, which can discover knowledge from huge amount of data, play a crucial role in decision support. However, while most researches in CRM mainly focus on data mining, relatively few research papers on detailed architectures for analytical CRM systems have been published. In this paper, a practical process driven architecture of building analytical CRM systems is proposed. This architecture is based on the typical CRM analysis process and integrates with multilevel secure (MLS) data model to ensure the efficiency and timeliness of provision of right information to the right users. Furthermore, through a case study of a real-world analytical CRM implementation project in the bank industry, an analytical CRM solution using the proposed architecture has been developed and received approvable ratings from our client, which demonstrates the feasibility of this architecture.