Genome-wide association studies (GWAS) have identified ∼20 melanoma susceptibility loci. To identify susceptibility genes and variants simultaneously from multiple GWAS loci, we integrated massively-parallel reporter assays (MPRA) with cell type-specific epigenomic data as well as melanocyte-specific expression quantitative trait loci (eQTL) profiling. Starting from 16 melanoma loci, we selected 832 variants overlapping active regions of chromatin in cells of melanocytic lineage and identified 39 candidate functional variants displaying allelic transcriptional activity by MPRA. For four of these loci, we further identified four colocalizing melanocytecis-eQTL genes (CTSS,CASP8,MX2, andMAFF) matching the allelic activity of MPRA functional variants. Among these, we further characterized the locus encompassing the HIV-1 restriction gene,MX2, on chromosome band Chr21q22.3 and validated a functional variant, rs398206, among multiple high LD variants. rs398206 mediates allelic transcriptional activity via binding of the transcription factor, YY1. This allelic transcriptional regulation is consistent with a significantcis-eQTL ofMX2in primary human melanocytes, where the melanoma risk-associated A allele of rs398206 is correlated with higherMX2levels. Melanocyte-specific transgenic expression of humanMX2in a zebrafish model demonstrated accelerated melanoma formation in aBRAFV600Ebackground. Thus, using an efficient scalable approach to streamline GWAS follow-up functional studies, we identified multiple candidate melanoma susceptibility genes and variants, and uncovered a pleiotropic function ofMX2in melanoma susceptibility.