Filed in the correct section (MAR) of the WW1 Service Records (WO 363) - but known as JESSE, so perhaps difficult to find from a general search:
Josiah MARSON joined the RFA in August 1915, declared age 24y 10m, born Leicester.
Regt No.: 39567
Home address: Leicester;
Married Annie Elizabeth CARTER, 1913 (Aylestone)
Anc****y, MAR, pages 96735-96750