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Marques took over the reins from new Bafana Bafana coach Gordon Igesund in June, and he was looking forward to his first opportunity to lift a trophy with the resurgent outfit.
"It would be a great feeling," Marques said ahead of the encounter.
"I think it will maybe prove my credentials as a coach, winning it for the first time.
"The fact that we're in a final is already proof of that. Last year we never went to one final."
Swallows enjoyed a near perfect run to the final, defeating Amazulu 2-0 in the quarter-finals before claiming the scalp of Mamelodi Sundowns with a 6-5 aggregate victory in the semi-finals.
United, meanwhile, beat Free State Stars 2-1 in the first round of the top-eight competition, before convincingly upsetting title holders Orlando Pirates with a 3-0 aggregate win in the penultimate stage.
"I think we've planned very well for the final," Marques said.
"Every training session we've worked on defence, getting the mindset prepared and thinking about the penalties.
"We've tried to cover every angle that is possible and what can go wrong during the game and after the game."
Marques was sweating over the fitness of star striker Siyabonga Nomvethe, who picked up a foot injury in the Birds' 3-0 league victory over Pirates last month.
"It's getting more difficult for him to get a run on Saturday," the Swallows boss admitted.
With the threat of a penalty shootout looming, Marques said Swallows had been working on their spot kicks throughout the week.
"Because it's a cup final, it can go into extra time," he said.
"It can go to penalty shootouts and we've got to be ready.
"We've been practicing penalties the whole week.
"You can practice as much as you want but the pressure of the moment determines how you take it. We've got to be ready,"
United coach Gavin Hunt expected Swallows to put up a strong fight against the former three-time league champions.
While SuperSport won the top-eight title in 2004, Swallows have not lifted the trophy since 1979, and Hunt said his side would need to raise their game.
"They (Swallows) are a good outfit," Hunt said.
"They'll open you up with a few passes if you aren't careful and we have to get our momentum back again.
"We haven't played badly. Not that we've played well, we've just been ok.
"Our retention has got to be better. When we play with good intensity, we are on par.
"The players have to realise that you have to do the basics in football first and you have to work for your team."
