Abstract: Financial professional's innovative and entrepreneurial talents should have innovative awareness, entrepreneurial impulse, be good at managing risk, be adept in finding, integrating as well as using resources, team consciousness and collaboration effectively. To achieve this goal, this study constructs the problem oriented teaching and training model, such as the study before class guided by questions, classroom discussion, research projects centered on inquiry and so on. They follow the approach to the integration of theory and practice based on the problem carrier's design, strengthen the integration of teaching resources, the coordination of teaching section and the building of teacher's competence, in order to cultivate innovative and entrepreneurial talents in finance major.