Talent training in the financial field needs to be combined with the goal of serving the society. There is an increasing demand for new types of cross-border knowledge workers oriented towards solving complex financial problems under the context of the integration of science and education. Colleges and universities need to re-integrate the curriculum system of experimental teaching to realize collaborative education between teaching and scientific research. Accordingly, this study aims at the problems in the current experimental teaching of finance major and aims at cultivating financial innovative talents. We integrate the content of experimental courses for finance majors, and optimize the experimental teaching plan for finance majors. By increasing the proportion of comprehensive, design, scientific experimental projects, a multi-dimensional, balanced and systematic “progressive and integrated” experimental course system has been built. This research will reform the traditional model of separation of science and education, and it also provide help for colleges to train innovative financial talents under the background of science and education integration.