The stakes were high, but the winnings have been huge so far at the Bet Butler Stadium.
When Murray applied for the vacant Sons' manager's job following Alan Adamson's departure in October, the 31-year-old had no idea what to expect and only a CV of on-field experience to back up his bid for the top position at the club.
Out of the game since his Hibernian contract expired at the end of last season, the chance to start his career in the dugout was an appealing one for the former Rangers and Scotland defender, but he admits it was more in hope than expectation he put his name into the hat.
"I have never applied for a job before or been to an interview so, realistically, I thought my chances of getting it were pretty slim," said Murray.
"Being out the country at the time didn't help, but I was attracted by the chance of managing in the First Division and I knew there was still enough time left in the season to keep the club up.
"There wasn't a lot in it and I saw it as a great chance. I don't know who the board spoke to and I wasn't sure how it had gone because I had never been to an interview.
"I was asked after it how I felt it had gone and I had no idea. I got offered the job so it must have gone well."
With Dumbarton bottom of the Irn-Bru First Division, the Sons board seemingly had nothing to lose by offering Murray a chance to prove himself as an immediate return to the Second Division stared them in the face.
Now, however, the dream is very much alive after wins over Falkirk, Morton and Partick Thistle moved them to within just three points of ninth-placed Airdrie United.
With three games in hand over the Diamonds and the momentum on their side, the Sons have a fighting chance of survival as Murray joins the ever growing band of up-and-coming dugout talents.
He said: "There are a lot of young managers going about, especially in the SFL, and that will bring a different approach, we are from a different era.
"That is not to say managers like Jim Jefferies and Billy Reid won't succeed because they have and will, they have been in the game a lot longer than myself.
"The younger guys will have a different way of going about our business, but who is to say what is right or wrong? It will work at some clubs and not others.
"It depends what your aspirations are. If we had been higher up the league and Alan had left then it might have been a gamble to appoint an inexperienced manager.
"We were sitting bottom of the table with only a handful of points so the only way had to be up, we were getting relegated at that time.
"The worst-case scenario was Second Division, which the club was prepared for. The boost of having a chance to stay up probably exceeds expectations just now."
Having beaten some of the best the First Division has to offer, Murray faces perhaps his biggest afternoon in the job so far tomorrow when they travel to Airdrie.
The Sons could field former Diamonds and Partick Thistle striker Liam Buchanan as a trialist while the Rock boss is also keen to have another look at midfielder Joe Holt after he impressed in a midweek Reserve defeat to Livingston.
Victory in Lanarkshire could see the Sons move off the foot of the table and the Bet Butler Stadium gaffer is well aware of the importance of seeing off one of their relegation rivals.
He said: "They are coming off the back of a great result at Dunfermline.
"They would have come off the pitch thinking they could have opened up the gap and we came off after beating Thistle hoping that we had closed it.
"We have got a great opportunity to go above them now."