They seem quite OP. Their weaknesses really don't cover for their strengths, they aren't beholden to anyone or anything, and the lore behind them, to me, looks somewhat weak.
Let's compare them to Darkstalkers, a nice, well-balanced race.
Firstly, similarities; both are weak to holy magic, and Fi' magic, etc. etc. Both can wear armor and can be excellent swordsmen. Darkstalkers can drain life-force, albeit weaker than a Necromancer could. They're also both created by Necromancers, although other steps are needed for Nephilim.
Now let's look at how Nephilim are ridiculously more powerful.
They can use many Dark Magics, while if a Darkstalker did so, they'd die. Nephilim also have no Phylactery, as Darkstalkers do. Nephilim cannot physically be permanently killed by any means except suicide. Unlike Darkstalkers, they have no master whose whim must be followed. Not to mention they have an enhanced healing factor, and the usage of magic doesn't weaken them in any way. They're not even weak to Aurum.
For what little my opinion matters, it's a -1 from me.