Pension Opt-Out

Employee states:

"I would like to opt out of the NEST pension scheme. I contacted NEST directly, and they informed me that the opt-out period available to me has now passed. They advised that if I still wish to opt out, my HR department should contact them directly to discuss the process."

It is not our normal process to contact NEST. 

Please can you confirm if we need to? I am told NEST will contact Fourth about this and the deduction will be stopped. 

Thank you.