Assigning Controllers is handled within the VOICE.
Press [EDIT]
Press [COMMON]
Press [F4] CTL SET (Controller Set)
There are six Controller sets accessible two at a time via the [SF] buttons
Each Control Set has a Source (physical controller), a Destination (parameter) and a Depth (amount); those that are Assignable per Element will have eight Element Switches.

Among the parameter Destinations you will see parameters of the Voice's two Insertion Effects. The selected Effects parameters that are controllable via assignment will appear as Destinations. If you are not familiar with the abbreviation, please see the downloadable "Synthesizer Parameter Manual" from the Official Yamaha MOXF download page.