Simon Baker, 42, may star in the new critically acclaimed Margin Call about the financial crisis, but he had to rely on research to brush up for the role.

“I pretty much have my head in the sand when it comes to the financial world, so I had a very steep learning curve,” he said in an exclusive with “I did spend a bit of time with some people that had worked on Wall Street and were around during that time, and I just sat and chatted with them, getting more of an understanding of the different personalities that exist in the world and how cutthroat the business is and how, in some instances, where there is chaos, certain people thrive.”

Baker was also excited to work with the all-star cast, which includes Demi Moore, Paul Bettany, Mary McDonnell, Penn Badgley, Zachary Quinto, Jeremy Irons, Stanley Tucci and Kevin Spacey. It was the second time Spacey and Baker were teamed up on a film, having first worked together in 1997’s iconic L.A. Confidential, which was the native Aussie’s first role in America.

When you’re not watching Baker portray a financial wizard in Margin Call, you can catch him Thursday nights at 10 p.m. on CBS’s The Mentalist.

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