calls at work

I got a call from someone saying that their name was Daniel Ballard from Frances, Edwards and Associates and that a collection in my name had been forwarded to them and that he was going to contact my employer. But since I didn't seem like the type to have this kind of debt and that I probably just want to take care of it myself and that if I give him my bank info then he would not have to contact my employer and cause embarrasment. the debt is not one that I have when I told him that I needed to research this and see what it was he said I could research all I wanted but I needed to take care of it now. I told him not to call me at work and he still persisted so I hung up on him. I have not received anything in the mail and do not think this is legit but also do not want them to contact my work