Combine cream cheese, butter, and sugar. Cream with a mixer. Add egg and vanilla. Mix again. Add the cocoa powder and about 1/2 cup of the buttermilk; mix well. Add all the remaining ingredients (except the marshmallows) and stir to combine. Fold in the marshmallows.
Spoon into a greased loaf pan. Bake at 350-degrees for 50-60 minutes.