Paul Scheer On 'Black Monday,' 'The League' & Auditioning For 'Saturday Night Live'

(CBS Local)-- "Black Monday" is one of the hottest shows on television and the series finale is this Sunday night on Showtime.

Paul Scheer knows what it's like to be on a hit show after his run as Andre on "The League." The veteran actor loves the world Jordan Cahan and David Caspe have created on Showtime.

"David comes from this very heavy joke background and his dad worked in the world of the stock exchange in Chicago," said Scheer in an interview with CBS Local. "He partnered up with his lifelong friend Jordan Cahan and Jordan is more of a feature writer. They love a great joke, but they also love story. They have combined a rapid fire joke pace with something that feels a little more serialized. In 10 episodes, we tell you who caused the stock market crash, what caused the stock market crash and who takes a swan dive off a building."

"Black Monday" chronicles the story of the worst stock market crash in history on Oct. 19, 1987. While the subject matter is more serious than some of Scheer's previous shows, the comedic flavor makes him think of his experiences on "The League" and "Veep." It's been 10 years since "The League" first premiered and it was one of the greatest experiences of Scheer's career.

"The show got to be one of the best experiences in my career because I got to improvise and write for the show," said Scheer. "I have some great friendships from that show. I think we left at the right time. They asked us to come back, but after doing seven years of it we all wanted to change it up."

Scheer's acting career began in improv as a member of the Upright Citizens Brigade started by Matt Walsh & Amy Poehler. Paul eventually ended up auditioning for "Saturday Night Live" and he stands alone in a very exclusive club after failing to make the cut three different times.

"Thankfully I didn't get the show because I got 'Human Giant's', which was my own show," said Scheer. "To be in SNL is an amazing learning experience and it's the only stage in the world that is like that, but I think I got the second best thing. I got to create, produce and star in my own show with Aziz Ansari, Rob Huebel and Jason Woliner. The first time I auditioned it was me, Kevin Hart and Amy Poehler. You audition for SNL on the stage where the host does the monologue. It was amazing to be in that building."

Watch Paul on "Black Monday" on Showtime