Ser Roman Mercer, also called Roman the Butcher, is a recurring character in the second, third, fifth, sixth, and seventh seasons. He is a knighted member of House Mercer of Dunharrow and is the current (and so far, only) Lord Commander of the Blackwatch, the secret organization of fear-spreading enforcers of the Iron Throne's rule (or, as Tyrion Lannister described them, a "private army of terrorists".) Ser Roman is a cold-blooded sadistic killer who has been compared to Gregor "The Mountain" Clegane on more than one occasion. Though not as brutish or outwardly violent as the Mountain, the description is an accurate way to describe Ser Roman's personality.
During the Small Council meeting, Lord Petyr Baelish mentions that King Joffrey had finally decided to authorize the creation of the Blackwatch, which he had been requesting for some time, and had placed Ser Roman, a knight from the Borderlands who had a repulation for being a cold-blooded and sadistic killer, in command of it. Later, before she speaks with Lord Baelish, Cersei is seen walking with Ser Roman, expressing her hope that they could put his skills to "good use" while he is in King's Landing, to which Roman responds with a smile saying that they would.
When Cersei convenes the Small Council, after making Tybalt Lannister the new Master of Laws and Qyburn the new Master of Whisperers, she formalizes Ser Roman's honorary position on the Small Council, making him an official member and informs him that he will report directly to her from now on. Roman does not seem to mind this, but both Kevan Lannister and Grand Maester Pycelle believe Cersei is acting outside of her authority, as previously, only the King (under Joffrey) or the King's Hand (under Tommen) could control the Blackwatch. Cersei says that, since they have no Hand of the King at the moment, authority to do that defaults to her.
When Cersei is arrested by the High Sparrow, Ser Roman is approached by Brothers Lancel and Xander, who inform him that the High Sparrow has formally dissolved the Blackwatch and he has been relieved of his duties. They politely tell him that it would be in his best interest to return to Dunharrow. Roman declines, but Lancel follows up by saying it was an "order, not a request", and that there was no place for a "thug" like him in the "new" King's Landing. Roman further refuses and punches Lancel. The group of Sparrows arrest Roman too and throw him into the Black Cells as well. It is later announced that Roman has been stripped of his knighthood as well, and the rest of the Blackwatch members have either been imprisoned, driven from the city, or killed as well.
On the same day that Cersei makes her walk of atonement, Roman is shown to have somehow escaped from his cell. Brother Xander leads a group of Sparrows around the city, eventually arriving at the Steelkeep. Xander investigates the Steelkeep, only to find Roman, who brutally murders the young Sparrow, then paints "THIS MEANS WAR" in Xander's blood on the nearest wall. The Sparrows discover this message along with Xander's mutilated body. Roman is next seen fleeing from the city, promising to rebuild the Blackwatch from the ground up and take back King's Landing from the Faith Militant, declaring open war on them.
Roman, now stripped of his knighthood and all titles and privileges that came with it, has fled into the Seven Kingdoms with the goal of rebuilding the Blackwatch from the ground up, declaring open war on the High Sparrow and his Faith Militant, destroying and killing anything and everything having to do with the Faith of the Seven in the name of Queen Cersei, telling the High Sparrow and his ilk to leave King's Landing or he would continue to do so.
It has officially been confirmed that Roman was the one who gave the order to assassinate his brother; he, however, was acting on orders given by none other than Cersei Lannister in her bid to gain control of the Borderlands, conspiring with Lord Edgarth Bergen, unaware that Lord Edgarth was also conspiring with Balon Greyjoy.