The dynamics of magnetization coupled to an electron gas via s-d exchange interaction is investigated by using density matrix technique. Our theory shows that non-equilibrium spin accumulation induces a spin torque and the electron bath leads to a damping of the magnetization. For the two-dimensional magnetization thin film coupled to the electron gas with Rashba spin-orbit coupling, the result for the spin-orbit torques is consistent with the previous semi-classical theory. Our theory predicts a damping of the magnetization, which is absent in the semi-classical theory. The magnitude of the damping due to the electron bath is comparable to the intrinsic Gilbert damping and may be important in describing the magnetization dynamics of the system.