I would say that before you get a controller you need to be sure that you can actually use midi to control the things you want to control.

admittedly I don't actually know how much of the psr or microarranger can be remotely controlled. once you know that you can choose a controller. Maybe use a computer to fire midi commands at the keyboard to find out what works?

I have a Yamaha MU80 which has a lot of real time control available via XG parameters, but i have yet to find a stand alone controller that can actually embed a variable controller value into an XG parameter that it could send down a midi cable.

Nevertheless you can certainly control some reverd, effect, volume and filter settings using standard midi controllers, so if that's all you need then you should be in with a chance.

You may have to use a midi hub to connect the nano controller to the keyboard, I don't thing you can connect them directly.