Many researchers now have available multiple high-dimensional molecular and clinical datasets when studying a disease. As we enter this multi-omic era of data analysis, new approaches that combine different levels of data (e.g. at the genomic and epigenomic levels) are required to fully capitalize on this opportunity. In this work, we outline a new approach to multi-omic data integration, which combines molecular and clinical predictors as part of a single analysis to create a prognostic risk score for clear cell renal cell carcinoma. The approach integrates data in multiple ways and yet creates models that are relatively straightforward to interpret and with a high level of performance. Furthermore, the proposed process of data integration itself captures relationships in the data that represent highly disease-relevant functions.