IPhone : Saving a file to .DocumentDirectory using Alamofire

I'm trying to download and save a file to the Documents directory. I've done this locally on the client without a problem, but when I use the same path in Alamofire, I get a series of errors.

This is the download component:

func downloadFileAtIndex(index: Int) {
    Alamofire.download(.GET, "\(serverURL)/user/\(userID)/project/\(arrayOfProjectIDs[index])/deliverable", { (temporaryURL, response) in
        let destinationFolder: String = NSSearchPathForDirectoriesInDomains(.DocumentDirectory, .UserDomainMask, true)[0] as String
        let filePath: NSURL = NSURL.fileURLWithPath("\(destinationFolder)/\(arrayOfProjectIDs[index])/myFile.png")!
        return filePath
        })
}

The response is: The operation couldn’t be completed. (Cocoa error 4.)

The error is: The operation couldn’t be completed. No such file or directory.

I know that the directory doesn't exist yet, but I want to create it, and this doesn't seem to be an issue when saving locally. Any insight would be appreciated.