Hmm, just to clarify, to make sure we're not talking at crossed purposes:

DX-7 -> A-190-2 -> MC-4 should work.
MC-4 -> A-192-2 -> DX-7 should work.

But only in that order. I got a bit confused as you mentioned the MCV-4, which I believe is the same as the A-190-2, but different (going in the other direction) from the A-192-2.

Just be mindful of whether you're converting *from* MIDI *to* CV (to play notes into the MC-4 via the DX-7's keyboard) or vice versa (to play DX-7 sounds in a rigid, quantised manner). But as Florian said, if you want to control a DX-7 numerically, you'd probably be better off with some old step sequencing software instead of the MC-4, that already has MIDI out.