"I'm not comparing it to the nights my children were born or when I got married or anything like that, but it was a great, great, great night, just done perfectly."
Mr Robertson speaks with a small-town Carolina drawl but feels so close to New Zealand that he considers himself part-Kiwi.
His penthouse office is close enough to the Empire State Building to have made eye contact with King Kong.
It looks down Manhattan from the east side - half-a-dozen blocks away from the Hudson River and the United Nations building. The Twin Towers used to be part of the distant skyline.
He has hosted former Prime Minister Helen Clark since she turned up in his home city to become No3 at the United Nations.
"She's a remarkable woman," he says. "The only problem is she is a very honest, dyed-in-the-wool socialist - the worst kind, because she's smart, intelligent, witty and charming, so she can get a lot done.
"Most socialists are dull, boring and drive people crazy."
Mr Robertson worked well away from Wall St, but became legendary on it for his ability to make money at Tiger Management's hedge funds - and occasionally lose huge, too - reportedly through extensive research before making investment decisions.
Mr Key remembers him from his own days as an investment banker in New York when Tiger was Merrill Lynch's biggest client.
Mr Robertson is the 512th wealthiest person in the world and 166th in America, according to Forbes magazine in March this year, with an estimated US$2.3 billion ($2.8 billion) fortune.
He likens his office in the clouds to a cockpit. He has women - "girls" - nearby to holler out the occasional question to, and at the age of 79 he still dresses with considerable style: mauve shirt, purple tie and a dark suit with a purple pinstripe running through it.
He was raised in North Carolina, where mothers and daughters are called Blanche and fathers hand down their names - lock, stock and initials - to their eldest sons.
Julian H. Robertson snr was a textile executive who encouraged his kids to read financial statements to work out what was a good investment.
In the beginning, Mr Robertson, the successful son, was known in New Zealand only for being a famous American who came here often and built luxury lodges.
He gained profile when he was caught up in the 2005 election campaign as the Republican donor whom Labour Cabinet minister Trevor Mallard labelled the American "bagman" for Don Brash and National.
Mr Robertson avoids the question of whether he encouraged friends in New Zealand to donate to Dr Brash after hearing him speak at the New York Yacht Club.
"I'm gonna just bask in the glory of my knighthood and not comment too much on that."
More positive publicity followed in 2009 when he and his wife, Josie, stunned the art world by gifting 15 paintings to the Auckland Art Gallery on their deaths.
At an estimated value of $115 million, the paintings - by Picasso, Gaugin, Cezanne, Matisse and Mondrian - are worth more than it cost to refurbish and expand the gallery.
Mr Robertson will head to Auckland early next month for a one-off exhibition of the paintings during the Rugby World Cup.
Acknowledging the slight exaggeration, he says the paintings "become part of your family a little. You want them to have a nice home."
He and Josie had had a wonderful response to an earlier exhibition of paintings in 2006 and decided they would be most appreciated in NZ.
Josie died in June last year after a long battle with breast cancer. In many respects, the night at the embassy was a tribute to her, his partner in philanthropy, and fellow devotee of New Zealand.
Her brothers and sisters were there and so were the couple's three sons: Spencer, who runs a charter school (government-funded but independently managed) in Brooklyn, New York; Jay, who lives in Queenstown with his NZ wife and runs the three Robertson lodges; and Alex, who works with his father at Tiger.
"It was fabulous," says Mr Robertson. "It was fabulous. It was a very emotional experience for me because New Zealand was a real love affair between my wife and me and the country."
They both adored New Zealand. "I can't tell you the number of times she'd wake up in the morning and look outside and say, 'We're in paradise'."
His first visit was in 1978, when he dropped out of his job as an investment adviser at Kidder Peabody and Co to write a novel in New Zealand, taking Josie and two small boys, aged 4 and 1. It didn't sound like paradise back then.
"We shouldn't have gone. The children were too young. I didn't have enough money to suddenly leave my job."
He didn't finish the novel, either, which was about a country hick going to the big city and loving it - "very autobiographical".
They lived in a cute little house in Parnell above the White Heron Lodge, somewhere off St Stephens Ave. "Hey girls! Do you remember the name of the street I lived on in Auckland?" he called to his staff.
The Robertsons returned to New York in 1979 and didn't come back for 12 years. They were too busy raising kids or building the Tiger business. But their affection for New Zealand didn't fade.
"Our friends from down there would come here. I couldn't believe it. We had couples that came in small sailboats across the Pacific and up the Mississippi River, with just the mother and father and children under 5."
In 1992, the Los Angeles riots prompted a friend of his to go looking for another property in NZ, and Mr Robertson told his friend to tell his agent to keep an eye out for something special for him, too.
That's when he bought a Northland sheep farm which has since become Kauri Cliffs lodge and golf course.
The Robertsons - who, according to a news report in 2009 had four homes in the United States - had regularly come to New Zealand for about three months a year.
That year, Mr Robertson fought New York auditors who claimed he owed US$26.7 million in city tax for the year 2000 because he had crossed the 183-day threshold as a resident. He won.
Less money spent on taxes means more for charity, and Mr Robertson has joined Warren Buffett and Bill Gates in The Giving Pledge - billionaires who pledge to give away half their wealth to philanthropic causes.
Mr Robertson has given $5 million to the Christchurch earthquake recovery effort, according to New Zealand sources.
His next foray into charitable causes in New Zealand promises to be a little more controversial.
His charitable vehicle, the Robertson Foundation, is planning to set up a version of Teach for America in New Zealand - Teach for All - a programme that encourages bright university graduates to attach themselves to a school for two years.
John Hood, the former vice chancellor of the University of Auckland and Oxford University, now heads the Robertson Foundation.
Mr Robertson said the Teach for America scheme was hugely successful. His foundation was working with Sir Stephen and Lady Margaret Tindall's Tindall Foundation to set it up in New Zealand.
The woman who established the programme in America had a "rock star-type reputation" and would be coming to New Zealand.
"She's an unbelievable woman."
Wendy Kopp was her name. How do you spell that?
"Hey girls! How do you spell Kopp? Wendy Kopp?"
Correction: The name of the organisation being developed in New Zealand is ''Teach First New Zealand" and you can find out more about it here. Teach for All is a global organisation co-ordinating home grown organisations such as Teach First NZ.