Marx's interest in jazz began in Detroit while he was a young man. From his earliest recollection, jazz was his music of choice. Seeking to learn more, in the '70's Marx made it to Berkeley to study with Hal Stein on the West Coast. In Oakland and San Francisco the Jazz scene was hot and Marx played with greats like Eddie Henderson and Mark Levine.
Once jazz was in his blood, Marx went to New York for 14 years where he played with Reggie Workman, Steve Slagle, Guitarist Kevin McNeil, Donald Byrd, Ed Schuler, Jim Pepper, Gene Jackson, Ira Coleman, Santi DeBriano and Dave Stryker among others. For five years, he co-led in Second Sight with John Esposito, Jeff Siegel and Dave Douglas who was named Downbeat's Musician of the year in 2000.