A large European bank recently caught a data quality issue that would have misstated its risk-weighted assets by 8%. They didn't catch it with a rule-based check—they caught it with a machine learning model trained on historical data distributions. In this episode, Lucas and Luna explore how data teams are building ML models to monitor data quality across thousands of tables, detecting anomalies in freshness, distribution, and integrity that static thresholds miss. They discuss the mechanics of training on historical data, the challenge of false positives, integration with existing pipelines, and the shift in team skills required. The conversation covers hybrid approaches combining rule-based checks with ML, cost considerations, and the cultural change of trusting probabilistic detections. Lucas shares a practical starting point: pick your most critical datasets, use open-source libraries, and iterate. The episode closes with a look at the future of data quality monitoring becoming fully probabilistic.