When MADtv hit the airwaves back in 1995, it wasn’t known for its cerebral take on issues of the day. But Bryan Callen didn’t care. He was thrilled to be out of banking and making it in show business.

“I was just so excited and happy about being a working actor,” he says on the phone from Los Angeles, sitting out in the sun topless in skinny jeans. “I didn’t know if I was ever going to even get on TV.”

But comedy wasn’t always his goal. After graduating with a degree in history and spending two years working at the now-defunct Lehman Brothers, Callen couldn’t see a future making shareholders wealthier. It just didn’t make sense to him anymore.

He had dreams of becoming a serious actor, the next Robert De Niro, Christopher Walken, or Al Pacino.

“I’ve always wanted to be a brooding, deep, dark artist but I can never keep that façade going for more than 15 minutes,” he says. “I don’t have any inner pain, damn it. My parents were really nice to me. I remember once when I was, like, 20 I tried to walk around with a scowl. I started frowning and I gave myself a headache. It just didn’t work out.”

He got into standup before landing the MADtv gig, but it’s only during the past eight years that he’s become an in-demand, nationally touring headliner. Callen makes his third appearance at the Comedy MIX.

But isn’t the stereotypical comic filled with inner pain and dysfunction, too? If the muscular and seemingly well-adjusted Callen had any troubles, they stemmed from the fact he was moved around from country to country, continent to continent, until he was 14. He was born in the Philippines and lived in India, Lebanon, Pakistan, Greece, and Saudi Arabia before settling down in the U.S. It helped shape who he is as a person as well as a performer.

“I think that when you’re thrown into a whole new set of circumstances, you want to make friends—and the way you make friends with guys is you make them laugh,” he says. “I got really good at meeting new people and ingratiating myself very quickly. I think that’s what I do for a living now. So in a great way it was a training ground for me.”

He speaks fondly of his time in Lebanon and Pakistan, which may surprise some, given those countries’ position in most North American news stories.

“If you actually get down to the nitty-gritty of the average Pakistani, the average Indian, the average whoever, what you really do know emotionally is that they’re exactly the same,” he says. “They think about things the way we think about things. They want a better life for their children, they want to be able to speak their mind, they want to have a say in who governs them.”

Even his podcast, The Bryan Callen Show, brings a unique perspective to comedy. In his last 10 episodes, he’s had as guests three fellow comics, a professor of biology, a winemaker, a blogger, a neuroscientist, a historian, and a writer, and discussed Big Pharma with his cohost Hunter Maats, the author of The Straight-A Conspiracy.

“Must we all sparkle on the surface? Does it really matter what Kim Kardashian’s new look is? Give me a fucking break, man!” Callen says. “If I’m going to do a goddamn podcast, it’s going to be about something. I don’t know much, but I like talking to people who know a lot more than I do.”

Don’t misunderstand. Callen is still not above doing dick jokes on-stage. But they’re dick jokes with a world-view.

Bryan Callen is at the Comedy MIX from Thursday to Saturday (April 3 to 5).