Interesting look at POTUS being a Special Deputy U.S. Marshal. Although It doesn't say he can be one, just that a Member of Congress cannot due to "separation of powers". If there is a loophole for the President being able to carry, this is the one I would exploit.
IMPERMISSIBILITY OF DEPUTIZING THE HOUSE SERGEANT AT ARMS AS A SPECIAL DEPUTY U.S. MARSHAL
Appointment of the House Sergeant at Arms as a Special Deputy U.S. Marshal would entail an overlapping of congressional and executive accountability that is incompatible with separation of powers requirements.
Appointment of the House Sergeant at Arms as a Special Deputy U.S. Marshal would impermissibly involve the institution of Congress in executive branch law enforcement.
EDIT: My highlighting.