The Microsoft Windows Malicious Software Removal Tool (MRT) is downloaded and run with the monthly Windows Update cycle on many Windows versions (e.g. Windows 7, 8.1, 10, Windows Server 2012 R2 and others). It always uses the same KB/Patch number:
You can disable this in Windows Update by hiding the update, but it will be re-offered next month. To permanantly disable the offering via Windows Update, change this registry key:
It's possible that the MRT folder does not exist. Just create it and then create the dword(32) entry.
Then start "Check for updates" in Windows Update. After it finishes, MRT should not be there any more.
Side note: It is still possible to run MRT manually:
Type "MRT.exe" in the Run box.