In this work, we propose iProFun, an integrative analysis tool to screen for proteogenomic functional traits perturbed by DNA copy number alterations (CNAs) 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 initiation 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. Compared with analyzing each molecular 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 CNAs/methylations to global/phospho protein abundances may imply posttranslational regulations.We applied iProFun to ovarian high-grade serous carcinoma tumor data from The Cancer Genome Atlas and Clinical Proteomic Tumor Analysis Consortium and identified CNAs and methylations of 500 and 121 genes, respectively, affecting the cis-functional molecular quantitative traits of the corresponding genes. We observed substantial power gain via the joint analysis of iProFun. For example, iProFun identified 117 genes whose CNAs were associated with phosphoprotein abundances by leveraging mRNA expression levels and global protein abundances. By comparison, analyses based on phosphoprotein data alone identified none. A network analysis of these 117 genes revealed the known oncogene as a key hub node interacting with many of the rest. In addition, iProFun identified one gene, , whose DNA methylation has cis-associations with its mRNA expression, global protein, and phosphoprotein abundances. These and other genes identified by iProFun could serve as potential drug targets for ovarian cancer.