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Marsden was a curator with the National Trust before joining the Royal Collection, one of the five departments in the Royal Household, in 1996. He was Deputy Surveyor of The Queen's Works of Art, responsible for curating decorative arts, until he succeeded Sir Hugh Roberts to become Surveyor of the Queen's Works of Art and Director of the Royal Collection on 1 May 2010. As Director of the Royal Collection, Marsden chairs the Royal Collection Management Committee. He resigned in December 2017.