Moses is an alternate, younger version of The Time Traveler. He was snatched up by The Time Traveler and Nebogipfel before creating The Time Machine. He traveled through time with the pair, until he was killed in an alternate wartorn London.
It's implied in the book that "Moses" may be the Time Traveler's name, as Moses is embarrassed to be referred to by this name by The Time Traveler. (The Time Ships)