Bishop of Winchester.

Cambridge; first master of Sidney Sussex College; dean of Lichfield, 1603; dean of Worchester, 1604; bishop of Bath and Wells, 1608; restored the church at Bath; bishop of Winchester, 1616.

Edited and translated the writings of King James I, 1616.

James was apparently a confidant of Bess of Hardwick, a very wealthy and powerful woman of the period (a famous bawdy poem refers to her 5 husbands... I'll have to try and find it somewhere...). David Durant describes the situation in his biography Bess of Hardwick: Portrait of an Elizabethan Dynast (he uses the e):

"Although Bess had retreated to the seclusion of Hardwick for her last years she was not cut off entirely from the mainstream of events. Her family... kept her informed of what went on at court ... - the Cavendish family lacked any ability to write amusing or lively communications, Arbella being the only exception. In these late years Bess, like may old ladies, reposed a lot of her confidence in a clergyman. She developed a friendship by letter with Dr. James Montague, Dean of the Royal Chapel and later Bishop of Bath and Wells, leaving him 20 Pounds in her will. Practical in all things, this exchange of correspondence had its uses: Montague, through his job, was close to the King and in fact he saw and spoke with him many times every day. He was thus able to keep Bess informed on what went on in the immediate royal circle and conversely could pass on to the King whatever Bess wanted him to know.

In the spring of 1605 Bess was reported unwell, and in a forgiving spirit Arbella asked is she might make a visit to her old grandmother... James provided a letter of recommendation, an unusual step, which in effect made the visit a royal command. Bess, suspicious in most things concerning forgiveness, particularly when defaulting members of her family might be after her money bags, wrote to Montague that she thought it strange of Arbella to ... come... when she had previously been so anxious to leave. Suspecting that Arbella was coming to ask for money she told the Dean - for the King's ears of course - that her granddaughter had been provided (for)... But money was not the purpose of Arbella's visit and it had rather less to do with forgiveness than Bess imagined. ... For once Arbella could indulge in some horse-trading with her powerful grandmother..." Durant

"One of (King,ed.)) James first minutes was directed to the Earl of Kent and concerned Arbella, `for as much as we are desirous to free our cousin the Lady Arbella Stuart from that unpleasant life which she hath lead in the house of her grandmother with whose severity and age she, being a young lady could hardly agree'. ... James had nothing to fear from Arbella personally and soon released his cousin, making her free to attend Court.

No sooner was James on the throne than the counter-reformation began plots to remove him. It was Arbella's fate that she was the only alternative to James and so was the pivot of any plot to depose the King. Arbella had no wish to be a Queen and was innocent of any personal involvement. To have successfully avoided being incriminated in any of the plots... can only have been due to her transparent lack of any ambition to take the Crown or to be other than what she was." Durant

Sources:
The DNB,
Bess of Hardwick.

http://www.montaguemillennium.com/familyresearch/h_1618_james.htm