The Vighnaraja you mentioned is Ganesha or Ganapati himself . Actually Ganesha is also called by these two names 1) Vighnaraja and 2) Vighnaharta .
This Vighnaraja is Ganesha himself and that is is mentioned in - Skanda Purana Book 2 -Vol. 11 - Kashi Kanda- Chapter 57 - "Manifestation of Dhundi Vinayaka and Fifty Six Vinayakas "
This is Skanda Purana Story where Shree Ganapati Visited Holy city of Kashi or Varanasi ,with his father Lord Shiva.
जय विघ्नकृतामाद्य भक्तनिर्विघ्नकारक ।।
अविघ्नविघ्नशमन
महाविघ्नैकविघ्नकृत् ।। Skanda Purana 2.11.57.17 ।।
17 be Victorious , O foremost one among those who cause obstacles .
You are the cause of freedom from obstacles unto your devotees . O one
free from obstacles , O subduer of Obstacles , O one with great
Obstacles reduced to a single obstacle.
ये विघ्नराज भवता करुणाकटाक्षैः संप्रेक्षिताः क्षितितले क्षणमात्रमत्र
।।
तेषां क्षयंति सकलान्यपिकिल्विषाणि लक्ष्मीः
कटाक्षयतितान्पुरुषोत्तमान्हि ।।Skanda Purana 2.11.57.27
।।
27 O Vighnaraja those who are perceived even for a moment on earth by
means of your benign glances have all their sins reduced . They are
Purushottamas.
Here are above Sanskrit verses 17 and 27 - Also see the
below description.
" Vighnarāja (विघ्नराज, “lord of hindrances”) refers to one of the
fifty-six vināyakas located at Kāśī (Vārāṇasī), and forms part of a
sacred pilgrimage (yātrā), described in the Kāśīkhaṇḍa (Skanda-purāṇa
4.2.57). He is also known as Vighnarājavināyaka, Vighnarājagaṇeśa and Vighnarājavighneśa. These fifty-six vināyakas are positioned at the
eight cardinal points in seven concentric circles (8x7). They center
around a deity named Ḍhuṇḍhirāja (or Ḍhuṇḍhi-vināyaka) positioned near
the Viśvanātha temple, which lies at the heart of Kāśī, near the
Gaṅges."
And this Vighnarāja name of Ganesha is also can be seen in
Sankat Nashan Ganesha Stotra
लम्बोदरं पंचमं च षष्ठं विकटमेव च।
सप्तमं विघ्नराजं च धूम्रवर्ण
तथाऽष्टमम्॥3॥
So this Vighnaraja who is from Markandeya Purana Seems to be one of the Vinayakas who is Shree Ganesha himself and is also Called as the name Vighnaharta. The cause of all obstacles as well as remover of all the obstacles. And that is the reason why we in Hinduism all worship/Pray him before starting of any work , in order to remove the obstacles.