Yes, it is possible.
I'm running a i7-6700K Skylake + Nvidia GeForce 1080 on a Asus Maximus VIII Hero motherboard on my rig. In BIOS, I set IGPU (integrated GPU) to be default GPU and CPU Graphics Multi-Monitor to Enabled, all this under Advanced tab > Systems Agent Config > Graphics Config. My 1440p monitor has 1 Displayport and 1 HDMI. The Displayport is used by the Geforce 1080 card on Windows, while I use HDMI port on the motherboard for OS X (El Capitan). I use Inject Intel to make OS X use the integrated GPU. About This Mac > System Report > Graphics/Displays shows both GPUs, tho the Nvidia doesn't have all the information.
Booting into Clover using HDMI and I switch to DP (on my monitor display menu) and at the same time launch Windows 10. Windows detects both GPUs but I've set it to only use the Nvidia Card. It's not optimal, but it'll work until Nvidia release new drivers.
To make OS X output 1440p to my monitor over HDMI, I did the mac-pixel-clock-patch-V2.