I am trying to trace my ancestor Walter Sutherland who I have discovered (from his children's baptism records) was in the Aberdeen Militia from at least 1805 until around 1811. He was born in c1770 and married in Latheron,Caithness in 1804. He moved with his family to Edinburgh in c1808 and died there in 1842 aged 71yrs

I have never found a record of his baptism in Caithness and wondered if his place of birth might appear on his Militia enrolment details (assuming they exist)
For instance does anyone know if you had to be born in Aberdeen to join the Aberdeen Militia? Also do any records of the Aberdeen Militia exist anywhere.
If anyone can give me any pointers on this I would be very grateful.

Many Thanks