Born on October 27, 1857 in New York City, New York, U.S.A., Frances Ellen Work was the daughter of renowned stockbroker Franklin H. Work—a self-made man who was a protégé of Cornelius Vanderbilt—and his wife Ellen Wood, whose mother had connections with eight American presidents and other notable personalities such as Orson Welles, Humphrey Bogart, General Patton. She was affectionately referred to as “Fannie”. According to her New York Times obituary, Frances was "considered a great beauty in her youth”.
Frances married Hon. James Boothby Burke Roche (later 3rd Baron Fermoy) on September 22, 1880 at Christ Church, New York City. The union produced two daughters and twin sons. The first child, Eileen (1882−1882), died young. The second, Hon. Cynthia Roche (1884−1966), married firstly Arthur Scott Burden (1879−1921) in 1906 and secondly Guy Fairfax Cary (1879−1950) in 1922. She is the matrilineal great-grandmother of American actor Oliver Platt. The third child, Hon. Edmund Maurice Burke Roche (1885–1955), later became the 4th Baron Fermoy, and was the maternal grandfather of Diana, Princess of Wales. The fourth, Hon. Francis George Burke Roche (1885–1958), was a banker who died unmarried.
In 1891, Frances divorced James for desertion. Eight years later in 1899, her former husband who was then a Member of Parliament, sued her with Writ of Habeas Corpus for depriving “the child of her liberty”. The case was settled out of Court not long after.
Frances married her second husband, Hungarian-born society horseman Aurel de Batonyi. The heiress would sue the riding instructor for divorce two years later, purportedly after her father threatened to disinherit her if she carried on with the marriage. Franklin, who died in 1911, left Frances and the rest of his family an estate of nearly $15,000,000, with a note that said not a piece of his fortune was to go to his "erstwhile son-in-law, James Boothby Burke Roche”.
Frances "was for more than sixty years a well-known figure in international social circles”. She was friends with Mrs. Reginald Vanderbilt and was a prominent figure in Rhode Island, New York, and Newport social sets. In 1892, self-appointed New York society arbiter Samuel Ward McAllister included Frances in his “Four Hundred”, which was said to be an index of the best families of New York. Four hundred was purported to be the number of people that could fit into the ballroom of Mrs. Caroline Schermerhorn Astor, who topped the said list for many years.
Frances Ellen Work died on January 26, 1947 at her Fifth Avenue residence. She was 89 years old. Frances was a great-grandmother of Diana, Princess of Wales. She was a great-great-grandmother of the Duke of Cambridge and the Duke of Sussex, as well as Canadian-born American actor Oliver James Platt.