I'm building an interior concrete stair and need tread finishing ideas.
I would also like to incorporate a bullnose, and grooves as a non-slip pattern in the tread surface.
I've not been able to find a edging tool to create the bullnose/groove combination.
Any suggestions?

I have seen bullnose trowels at Menards and Home Depot. I would brush the step with a stiff broom left to right before it sets up. That will give you a good rough texture.

The stairs lead up to a marble-tiled foyer and I was hoping to have the stairs' finish compliment the tiles.
Let's say I went with a simple bullnose, is there a more refine finish that would work for my project?

OK it initially sounded like you were looking for an industrial version but yes you can make a nicer finish if it going to a marble floyer. I would consider concrete dye and a stamped pattern. Most concrete companies own or rent the rubber stamps but you can make it look like flag stone or even wood, the designes are endless.