Since financial security is an important part of national security, controlling financial risks is the fundamental task for financial management. To help banks accelerate the establishment of risk control platforms in the era of digital economy, this study proposes an overall framework of an intelligent risk control platform with “five layers and two domains” based on the key technologies of big data. Specifically, the framework vertically consists of a risk data layer, a feature computing layer, a risk model layer, a decision engine layer, and a business access layer and all these layers are loosely coupled, stateless, and extensible. Horizontally, the framwork can be divided into a production deployment domain and a business operation domain, which considers both the stability of system operation and flexibility of business application. This design is helpful for commercial banks to realize the unified governance and management of risk data. While ensuring the efficient and stable operation of the risk control platform, it can also provide sufficient support for risk control experts in risk control operation, data analysis, model design, and rule adjustment. Finally, using the intelligent risk control platform deployed by a financial institution as an example, this study expounds the application situation and practical effect of the platform and provides some suggestions.