Georgetown is back in the NCAA men's basketball tournament, and comedian John Mulaney is pulling for his alma mater, albeit from far away, as he's headlining his first New York City club this weekend at Carolines. And even if he'd rather be playing for the Hoyas himself.

Do you get into the spirit of it all? "March Madness? Yeah, I didn't get to go see them or do too much, Third Avenue and 20th Street bar-hopping, but I was very happy for Georgetown," Mulaney told me. "I just get jealous for any sports season, whether it's the NCAAs, the World Series, Super Bowl, the Olympics. But I'm such a horrible athlete." Why so jealous, then? "Because I'm horrible at basketball. I still think in my head, I could become a professional athlete if I worked hard enough…but I was so bad at basketball when I was a kid that I feel jealous when I see people who are good at it."

Do you fill out brackets at work or with friends? "No, that always confuses me. When people hand me a bracket, it's like they're saying: 'How would you like to be confused for a month?' And I say, OK…"

Before we get too far off the track of comedy, here's a short video interview John Mulaney gave last year in which he talked about his influences. And yes, they go way back.

You can also relive my previous interview with Mulaney, which took place after his first day on the job as a writer at Saturday Night Live. A year and a half later, I wondered how he felt about balancing his gig at SNL with his life as a stand-up comedian. So far, so good, he said.

"SNL is very intense when it's intense, and then we have stretches where we're off and on a break.  So it does work out just fine in terms of being able to perform," Mulaney said. "Oh, I worry about everything all the time. It's a very consuming job, but not all-consuming. There is time for other things."

If you get to see James Franco's new documentary, Saturday Night, which premiered at SXSW earlier this week, you'll see that intense process and how Mulaney is a part of it all. "I remember him being there, obviously. I had heard he was doing it for a class, and then he had a longer cut of it…but I have not seen it. I've only heard. What's instresting is, I guess, he was given much more access than most people. I know there was a show called Iconoclasts that did a show on Lorne Michaels and did some footage backstage. But (Franco) got to do a very thoughtful piece on what life is like backstage that other people haven't gotten to do yet."

I see you also earned a new title this year, as one of the "Writing Supervised By." What does that mean, exactly? Well, pretty self-explanatory, as it turns out. "Myself and Colin Jost and Emily Spivey all try to help oversee different pieces on the show, as do other writers…it's been a lot of fun…everyone contributes a lot to the show." Mulaney is being modest. One question a lot of big SNL fans have is which writers wrote which sketches. Can we figure out what makes a scene more likely to have your fingerprints on it? "I wouldn't say I have some exact trademarks that have my input. Sometimes my friends can tell, though, when I've worked on things."

Back to the stand-up. It seems as though, even more so in the past few years, just about every stand-up comedian is trying to put out new CDs, DVDs and TV specials. Do you feel an element of that rat-race yourself, as you work on new stand-up material during SNL breaks? "Definitely, I think comedians are much more conscious of having new material after a special or CD, or a TV appearance. It feels like there are a lot more comedy albums coming out now, which is cool. And people like Brent Weinbach, working to put out an album and focusing on the work of a stand-up album, which I think is great. And I think comedians are much more conscious of having burned material on a CD. I think people take their cues from prolific comics like Louis CK and Patton Oswalt, and they at least aspire to have that output."

Do you feel that yourself, too? "From the time I was doing stand-up, it felt like every room, there was peer pressure to do a new set every time, such as Invite Them Up at Rififi, Eugene Mirman and Bobby (Tisdale)'s show. Whether it was imagined or not, I always felt like I neded to have a new set. Then doing shows in Canada and Ireland and abroad, it's really conscious with those comics to have a new album every year."

What's new with that screenplay you were working on with Nick Kroll? "It's still in development…so we're very happy about that. It's the first thing that Nick and I have written together, film-wise, so we're very excited about that."

After this weekend, Mulaney heads to the Melbourne International Comedy Festival for the first time. "Never been," he said. "I was working at the show, and then getting ready for these shows at Carolines, but I haven't had the chance to talk to people about what those shows are like in Australia. You'd think I should. But Todd Barry will be there. So I should be OK." He is a protector of young comedians, after all. "Well, don't say that! Protector of young comedians sounds…" You're right. He's a staunch defender of comedians. "Todd is a staunch defender of humanity."

As for this weekend, however, it marks the first time Mulaney will headline a full weekend at a New York City comedy club. "This is a very big deal for me. I'd hope that people are free, that they'll come out for the shows. Yeah, I'm very excited."

Making it in NYC was part of his plan from an early age, even if, he still is relatively an early age.

"I'd wanted to live in New York since I was a kid. I'd wanted to be a comedian since I was even younger than being a kid. I knew it was the place to go. I just knew it was the place to go. I'd had friends like Nick Kroll, Mike Birbiglia, I'd seen people I know do comedy as a job. And I had lived here for a summer the year before I graduated from college," he said. Other comedians prefer to start somewhere small and develop before they move here. How do you feel about that? "Both are great approaches. People who come out of places like Cincinnati, or Austin, or San Francisco, and eventually move here, there are great comics who do that, too. There's no exact right path. It made sense for me to do it at 21 because it's where I knew people. You all should live here, it's great!"