In a device with a superconductor coupled to two parallel quantum dots (QDs) the electrical tunability of the QD levels can be used to exploit nonclassical current correlations due to the splitting of Cooper pairs. We experimentally investigate the effect of a finite potential difference across one quantum dot on the conductance through the other completely grounded QD in a Cooper pair splitter fabricated on an InAs nanowire. We demonstrate that the nonlocal electrical transport through the device can be tuned by electrical means and that the energy dependence of the effective density of states in the QDs is relevant for the rates of Cooper pair splitting (CPS) and elastic cotunneling. Such experimental tools are necessary to understand and develop CPS-based sources of entangled electrons in solid-state devices.