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Indonesia and Thailand are middle-income countries within the South-East Asia region. They have well-established and growing higher education systems, increasingly focused on quality improvement. However, they fall behind regional leaders in educating people who design, develop, deploy and train data science and artificial intelligence (DS&AI) based technology, as evident from the technological market, regionally dominated by Singapore and Malaysia, while the region as a whole is far behind China. A similar situation holds also for Sri Lanka, in the South Asia region technologically dominated by India. In this paper, we describe the design of a master's level curriculum in data science and artificial intelligence using European experience on building such curricula. The design of such a curriculum is a nontrivial exercise because there is a constant trade-off between having a sufficiently broad academic curriculum and adequately meeting regional needs, including those of industrial stakeholders. In fact, findings from a gap analysis and assessment of needs from three case studies in Indonesia, Sri Lanka, and Thailand comprise the most significant component of our curriculum development process.