ITM6 MQ agent will not start after installation on AIX, libmqm_r.a(libmqm_r.o) could not be loaded

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When we install a new MQ ITM6 agent on AIX server we got the following error in the log:

# more <hostname>_mq_1425543840.log
exec(): 0509-036 Cannot load program /opt/IBM/ITM/aix523/mq/bin/kmqagent because of the following errors:
0509-150 Dependent module libmqm_r.a(libmqm_r.o) could not be loaded.
0509-022 Cannot load module libmqm_r.a(libmqm_r.o).
0509-026 System error: A file or directory in the path name does not exist.

Add /opt/mqm/lib to the LD_LIBRARY_PATH in <ITMHome>/config/mq.ini