Goodbye, Captain: Robin Williams—his 5 best roles

I found out about the death of Robin Williams an hour before I left for a stand-up show. It was interesting to see people's reactions at the club. Only one comic brought up his death on stage. Maybe it was the alcohol or the audience's indifference but they seemed to turn on the comic as he was talking about it. I guess people are immune to death or because they came to a comedy club to laugh and not talk about death, but the reaction surprised me.

Robin Williams in 2002
J. Vespa | WireImage | Getty Images
Robin Williams in 2002

I personally think it's important to remember the kind of person he was. He paid for Christopher Reeve's medical bills after the "Superman" actor was left paralyzed. The two were lifelong friends after being roommates in college at Juilliard and at the time of Reeve's accident, he had no health insurance.

Read MoreActor Robin Williams found dead in apparent suicide

As a fellow comedian, I find it amazing the depth of roles that Robin Williams could play. Here are the five roles I remember Robin Williams for the most:

5. Louie, episode 3 Season 6. Barney/Never. In this episode, Robin Williams (playing himself) meets Louie CK at a diner after a funeral. They start talking and realize that they both hate the guy that died and how horrible a human being he was. They talk about how he stiffed them. They were the only two that showed up at the funeral and decide to go to the strip club that their "friend" used to go to in honor of him. There they make a pact that whoever dies first, they have to attend each other's funeral.

The irony of them joking about death sticks out in my mind because of how real it is. I had never really known anyone that died until the last year and now have attended four funerals. The point is to remember the living — not the dead.

4. Good Morning Vietnam. This was the first movie I really remember Robin Williams in. He was an unorthodox DJ that shook things up when he gets assigned to the U.S. Armed Services Radio in Vietnam. So many of his broadcasts were improvised, I think it was his funniest movie.

Read MoreRobin Williams—the $5 billion man at the box office

3. Aladdin. My favorite cartoon of all time is "Aladdin." And Williams's role as the genie was so great. His multiple impersonations from Arnold Schwarzenegger to Ed Sullivan were amazing and played like a stand-up routine. He seemed superhuman and in many ways it was his perfect role. It probably was the role that earned him a new generation of fans.

2. Good Will Hunting. This was the role for which he won a well-deserved Academy Award. It was a much more serious role than he was used to, where he played a therapist who helps a misguided genius reach his potential. The defining scene in the movie for me is the park scene when he tells "genius" Will Hunting (Matt Damon) that he doesn't know anything. He breaks him down. He tells him he can't learn from a book. He tells Will that he doesn't know real loss because he hasn't felt real love. It reminds me of telling a young trader that he thinks he is smart but he doesn't know anything yet.

Read MoreRobin Williams tributes flood the Internet

1. Dead Poets Society. I saw this movie many times in high school and I still get chills at the end of the movie. In this movie, he plays a teacher that inspires his students to seize the day which ultimately gets him fired. The final scene where he returns one last time to collect his stuff defines his life to me.

It's the scene where the meek and quiet Ethan Hawke and other students get up on the desk and recite, "O Captain, my Captain," a poem by Walt Whitman.

Captain, you will be missed.

Commentary by Raj Malhotra (Raj Mahal is his stage name), a former Wall Street trader-turned-stand-up-comedian. He has worked at Wall Street firms covering three continents, including at Bank of America, BNP Paribas and Nomura. He draws from his unique ethnic background and Wall Street career to entertain audiences nightly, highlighting the struggles of the 1 percent. He can be seen at Gotham Comedy Club, Broadway Comedy Club, NY Comedy Club, Greenwich Village Comedy Club, and the Tribeca Comedy Lounge. Follow him on Twitter @RajMahalTweets.