  Nico says later in the game 'I ain't Russian', so he may be a Serb. For some reason, he and Roman always refer to their homeland as 'the old country', not sure why.  This game also isn't as bad with juvenile humor as San Andreas, which makes me glad.   Everything I read about this game says he is a Serb, and former military, a veteran of the Yugoslav wars.   All immigrants always refer to their old homeland as the old country. As opposed to.....America, the new country.