Prior to becoming managing director of PHDiq, Murray was director of interactive TV and director of the strategy and consulting arm of PHDiq.
Derek Luddem, deputy managing director of PHDiq, will replace him. He joined in November last year from AOL, where he was senior manager in communications planning.
PHD business director Frances Ralston-Good, who is married to Murray, is also leaving to go to Australia. She worked across accounts including Sainsbury's, BMW, McCain, Yellow Pages, BMI, COI and Warner Atlantic Records. Recently, she was among those who were tipped for the managing director role that Daren Rubins took in December.
In February, Darragh Mulrooney was appointed head of search for PHDiq. He was previously head of direct client services at Google UK.
In the same month, PHD announced that executive planning director Mark Holden was being seconded to Australia in a new role in PHD Worldwide. Part of his brief is to launch PHD there. He spent six years at PHD, most recently at the main agency, but prior to that as managing director of sister agency Rocket.
Murray has been with PHDiq since it was set up in 1999. He and Ben Christie headed the division that was launched as a new-media consultancy unit.
Murray was formerly managing director of BTP, a specialist business consultancy that was bought by PHD.
PHD declined to comment.