The surface of Mars is a rather inhospitable place. Very low oxygen content, relatively high charged particle radiation and very low temperatures for instance.
In order to survive just those conditions alone your Martians will need a better oxygen transport mechanism, better protection from charged particle radiation and a nice, thick layer of insulation.
In low oxygen pressure environments, certain variants of hemocyanin can provide significant improvements over hemoglobin when it comes to oxygen transportation. This has been observed on Earth in arthropods and mollusks.
Since hemocyanin comes in a variety of shades of blue we're half way (in Human vision at least) to the green you're looking for. Fortunately, there are all sorts of interesting fats and waxes that have the required yellow to complete our martian's coloration. Subcutaneous fatty deposits are a mammalian staple for heat retention, and certain types of wax have may provide some protection against charged particle damage.
Alternatively, a much more yellow-colored lymphatic fluid would complete the green coloration well enough, as long as the skin itself is largely translucent.
And finally, hemocyanin contains copper atoms. In order to maintain their blood the Martians would require a source of copper, and may use it in other aspects of their biology. Some copper compounds are bright green, such as the copper carbonate that gives the Statue of Liberty (and just about any weathered bronze or copper object) that bright green color, as well as being the base for malachite.
Of course you'll need a ready supply of copper, but fortunately the volcanic regions of Tharkis and other volcanoes around Mars seem to have you covered there.