The default buffer size for a BufferedWriter is 8192. If you are going to be writing squigabyte files, you might want to increase this using the 2 argument constructor; e.g.
int buffSize = ... // 1 megabyte or so
BufferedWriter mbrWriter = new BufferedWriter(new FileWriter(memberCSV), buffSize);
This should reduce the number of syscalls needed to write the file.
But I doubt that this would make more than a couple of percent difference. Pulling rows from the resultset will probably be the main performance bottleneck. For significant improvements in performance you'd need to use the database's native bulk export facilities.