Then there are predacious nudibranches. These are often poorly documented, so you have to know the signs. Watch for whether or not he's hanging around your corals, or even worse, ON your corals. If he is, watch for bleaching (whitening) around where he is. That's a defense mechanism from your coral, so it's a sign that the nudibranch is pissing it off.... or eating it... I had one get in once that ate an entire Colt coral, but I'd have nailed it if I was watching for the above signs.
Nudibranches generally have extremely specific dietary requirements. If he lives in the tank for more than a few weeks, then he has a food supply, and you need to find out what. Nudibranches that can be fed prepared fish food are very rare; they usually feed of something in your tank. This can be very good as well as bad, so knowledge is power!