Joliet native and Loyola University alum Tim Baltz thinks he might not be all that great as a therapist in real life. “In fact, I probably would be very similar to the character of David,” the aspiring physician he plays on his improv-inspired series “Shrink,” launching on NBC’s Seeso online platform Thursday.

“I probably would be a bit outside the box like him. I would talk too much, as opposed to listening well. In my own experiences in therapy, the wonderful therapists I’ve worked with were extremely patient and were excellent listeners. … With David, he arrives at that level of patience in a secondary way. But hopefully it will be funny for the audience to watch.”

Baltz has been seen in a number of TV shows over the past few years, including “Veep,” “Drunk History,” “Bajillion Dollar Propertie$,” “Superstore,” “Better Call Saul” and “Parks and Recreation.” In “Shrink,” co-created by Baltz and Ted Tremper (“The Daily Show”), his David is a recent medical school graduate who is unable to find a hospital “match” in order to begin his residency, which is required of all new doctors.

Faced with $500,000-plus in med school debt, David is desperate but discovers a loophole to solve his problem. If he performs 1,920 supervised hours of unpaid counseling (which he does in his parents’ garage), he can go on to become a therapist for real. So David begins soliciting prospective patients on Craigslist.

“Shrink” was filmed in Chicago this past fall, which for Baltz was “a dream come true, after a very, very long time coming. This all started as a podcast in 2011. We then turned it into a pilot and sold it in 2013. But it was in development for years, as is often the case in Hollywood. Fortunately, a lot of people championed the project, which kept it alive.”

Looking back on it, Baltz feels grateful for the time he, Tremper and their team had to hone the concept for “Shrink” — giving them an ability “to incubate a whole bunch of ideas for the show for a long time,” as he put it. “In the end we were able to finally expand on the world we had in our heads for the past four or five years.”

During the filming, Baltz loved hanging out in various Chicago neighborhoods where he had spent a lot of time during his years working at Second City and the other improv clubs around town. “The house we used is in Albany Park, where I had friends and a lot of history there. We also used Happy Foods in Edgebrook, which is owned by a family, and it was absolutely perfect. Sue Gillan, who plays my supervising therapist, has her office in downtown Chicago. The experience of showing up to work at 5:30 in the morning, and seeing all the equipment and trucks on Clark Street was one of those moments when I realized, ‘Yes! This is finally happening for real!’ ”

“Shrink” features a number of actors and actresses who — like Gillan — have strong ties to Our Town. Those include Joel Murray, Megan Fay (from the Joliet neighborhood where Baltz grew up), T.J. Jagodowski, Mary Holland, Hans Holsen, Kyle S. More and Tyla Ambercrumbie. 

As Baltz reflected on the whole experience of bringing “Shrink” to fruition, he also explained how “I was pretty shy about getting into improv, back at the beginning. Good comedy and good theater go hand-in-hand, and after I was exposed to what they were doing at Second City, while I was still in college, I saw what a high bar there was for that kind of comedy in Chicago. I didn’t start doing improv classes at iO until after I graduated from Loyola, because I wanted to be as prepared as possible for it.”

When Baltz does come back to town, as he did when they filmed “Shrink” here last fall, he admits he is drawn to “the places where I was very fortunate to perform — Second City, iO and the Annoyance. Those are the places where I grew creatively for the better part of a decade.

“But I also have to admit, I love to go back to Penny’s Noodles. I lived near there for a lot of the time I lived in Chicago. To me eating their Pad Thai is true comfort food!”