He doesn't have to believe.
He just has to be really, deeply, good... all the way down (and strong enough to bear the burden).
Just like Butters, whose Faith is evidently Jedi not Christian.
I believe that is what I am saying. However as far as Butters goes, he is Jewish I believe, and his faith in his religion and or heritage could be very strong.
Back to the deep down point about Marcone, there was that little bit that Harry couldn't get to in the soul gaze. There is that little bit that feels guilt and remorse over hurting a child. That little bit says that redemption isn't totally out of the question for Marcone.