For the problems on training teaching of financial engineering in application-oriented universities,based on the teaching practice of School of Mathematics and Finance in Chuzhou University, the necessity of strengthening the practical aspects of construction is proposed. We present to construct a simulation platform which can build a financial plan, discuss ideas and deepen significance of school-enterprise cooperation. Practice shows that strengthening the practice of building the platform is able to improve the abilities of students’ innovation, employability and competitiveness, to promote the quality of applied talents as well.