Nick and Bucky have to meet at some point, if for nothing else than for the awesome Cold War scene where two deadly men talk in some unassuming locale. Though, more specifically, it would be cool to write out having the Soldier pay Nick the respect of letting him know that James is Stateside and about to go to work.
Mercenary work would be awesome, considering he's so far from his handlers and normal network at this point. And a way to build an 'insurance policy' while he's away from so many prying eyes. Also a good way to build up contacts in the underworld that he may have lost after his last trip on ice.