PI 7.31 Component-Based Message Alerting, problem with Consumer

I have a problem setting up component-based message alerting (CBMA) on a 7.31 SP4 system.

Everything seems to be ok, except for the CONSUMER field. Here's what's been done:

- new task for job AlertConsumerJob has been created. This task references consumer VENDORALERTCONSUMER

- consumer VENDORALERTCONSUMER is connected to message alert configuration with name VENDORALERT

however, when job runs it fails with errorcode -1 saying :

com.sap.engine.services.jndi.persistent.exceptions720.NameNotFoundException: Object not found in lookup of VENDORALERTCONSUMER

I have also tried to use the RetrieveSingleAlertsRequest, but this gives the errror: Consumer queue is not available: VENDORALERTCONSUMER

Must the consumer ID be created somewhere?