How close are you to him? Things like that are usually down to the way the family functions, some use very close terms others don't.
There's no specific term for your niece's partner and it could be argued you're not related. I thought searching greetings cards might shed a bit of light but all I can find are Niece and partner/husband/wife/boyfriend etc.
At the end of the day it all boils down to what you're both comfortable with, but why call him anything at all. I don't call my niece "Niece," I call her by her name, and if she meets someone I'll call them by their name.