Most genetic variants implicated in complex diseases by genome-wide association studies (GWAS) are non-coding, making it challenging to understand the causative genes involved in disease. Integrating external information such as quantitative trait locus (QTL) mapping of molecular traits (e.g. expression, methylation) is a powerful approach to identify the subset of GWAS signals explained by regulatory effects. In particular, expression QTLs (eQTLs) help pinpoint the responsible gene among the GWAS regions that harbor many genes, while methylation QTLs (mQTLs) help identify the epigenetic mechanisms that impact gene expression which in turn affect disease risk. In this work, we propose multiple-trait-coloc (moloc), a Bayesian statistical framework that integrates GWAS summary data with multiple molecular QTL data to identify regulatory effects at GWAS risk loci.