We don't really know much about Marvin Nash except his bad, bad luck. He tells Blonde that he's been on the force for only eight months and doesn't know anything about the heist. He also tells him he has a little kid at home.
We don't know how long he's actually been on the force and whether or not he's a father, but the whole "not knowing anything" is definitely a lie. He admits to Freddie (Orange) that he knows he's a cop; in fact, they've even been introduced although Freddie doesn't remember him.
However, it doesn't really matter; everything Marvin says is futile because he's totally helpless, thrown in a trunk or tied to a chair and beaten within an inch of his life. Even when Blonde's killed, the only difference it makes to Marvin is that he's shot to death instead of burned to death (which is admittedly an improvement, but still).
With the cops just sitting on their haunches a mere block away as they wait for Joe, both Marvin and Freddie have to endure the terror for the greater good of catching a crime boss. At least he doesn't have to worry about being disfigured for life anymore.