In this work, we propose iProFun, an integrative analysis tool to screen for Proteogenomic Functional traits perturbed by DNA copy number alterations (CNA) and DNA methylations. The goal is to characterize functional consequences of DNA copy number and methylation alterations in tumors and to facilitate screening for cancer drivers contributing to tumor initi- ation and progression. Specifically, we consider three functional molecular quantitative traits: mRNA expression levels, global protein abundances, and phosphoprotein abundances. We aim to identify those genes whose CNAs and/or DNA methylations have cis-associations with either some or all three types of molecular traits. In comparison with analyzing each molec- ular trait separately, the joint modeling of multi-omics data enjoys several benefits: iProFun experienced enhanced power for detecting significant cis-associations shared across different omics data types; and it also achieved better accuracy in inferring cis-associations unique to certain type(s) of molecular trait(s). For example, unique associations of CNA/methylations to global/phospho protein abundances may imply post-translational regulations.