Is to possible to model vertical heat exchanger on the top of nozzle of the vessel?

in PV Elite, it is not possible. you have to model heat exchanger seperately & weight of heat exchanger will be applied as radial load on vessel nozzle. also, the weight of heat exchanger will be applied as weight option in vessel in PV Elite so that the vessel support can also be get checked in combined loading.

You could with a trick,

After you add a nozzle, also add a cylinder at the same location, then you can add a heat exchanger to that cylinder.

Currently (2012) you cannot add exchanger to a nozzle, only to main elements such as cylinder, etc.