How did you go from investment banker to standup comedian?
I didn’t go on purpose from one to the other. I transitioned from banking to stay-at-home mother to standup comedian. There was absolutely no previous thought process. I got on stage almost by chance, and a lot of alcohol was involved. Standup found me, and I’ve never left it alone.

What inspired your latest show, Swanky?
It’s just the continuing story of Sindhu Vee! The trials and tribulations, the victories and losses. My parents passed away in quick succession recently and, in their absence, I realised I had to champion myself. I took a long hard look at my life and I thought: actually it’s not going that badly. A word my father used for things that were good but kind of like mysterious and cool was swanky. I suppose one could say that my life is swanky. Why not? Then I got a very swanky hairstyle and a dress for the poster. In the absence of my parents, I had to do it. They were big champions of me.

Do you have any preshow rituals?
I don’t typically wear a lot of makeup, but for shows I have a very small, neat makeup routine. I listen to a playlist which is made up of primarily old music that I’ve always loved, nothing new. It’s music that makes me feel reckless. I’ll always have two pieces of milk chocolate before going on. That’s it.

Did you decide to become an actor, or did it happen to you?
I think a lot of standups will tell you, as you start becoming known, sooner or later your agent will get a call and say: “Would you like to read for this part?” That’s how I got everything from Sex Education to Matilda to Feel Good to Starstruck. I didn’t think I was an actor. I genuinely thought, “This is a diversity casting issue.” It turns out I can act, and a number of people who have absolutely no upside in lying to me about it have said, “No, no, you can act.” So that’s been fantastic.

Standup now is very familiar. I understand it. Acting is like being in some seductive foreign country where you want to try the food and wear the clothes. It’s all very cool, but you don’t really know what’s going on. So I’ve been lucky to have directors who have been very generous.

What’s one of the strangest fan encounters you’ve had?
One happened a couple of weeks ago in an airport lounge. We were all getting in the lift to go to our flight and suddenly someone said, “Oh no. Really?”, then started sobbing. We all turned to this woman. She was staring at me, so everyone then turned to stare at me. Because it was in America, I thought, “Have I said something and she’s offended?” She was crying and she said, “It’s you and I have been trying to see your shows.” Then she asked, “Can I give you a hug?” And I could not, in front of 30 people, be like: maybe that’s a step too far. So she walked across the hallway and hugged me and sobbed. I told her it was fine, wished her well, and she calmed down. I would be nowhere without fans and without my audience, but I find this a little disconcerting.

What was one of your all-time favourite gigs?
There was a gig in a big marquee in St Albans one Christmas many years ago. We got there and it was cosy but gross because everyone had been stuffed in. It didn’t have glass windows, but if it did, they’d have fogged up from everyone’s breath. I remember I was trying out a joke about Santa Claus. I was sort of commenting on poverty in India and how that made Indian Santa Claus very skinny, so it was difficult for children to believe in him. It was a little bit tricky because I think it’s not easy to make fun of poverty. But again, as a comic, I think: this could be funny. It went down really well, and that’s when I realised how you can bring people into seeing that something is funny without punching down.

Can you recall a gig so bad it’s now funny?
I gigged in Delhi early on in my career. I had to do 20 minutes and for some reason the MC brought me on and said, “Here’s Sindhu, who left India to go to the UK and become a comic there.” It really alienated me and everyone was furious. I started some of my best material and someone said, “Why don’t you fuck off back where you come from?” I was like, “Bro, I’m from Delhi.” Everyone hated me. People jumped on stage, stood in front of me, and said, “Look, we can tell jokes better than her.” I went home and drank half a bottle of whiskey.

What have you learned from standup?
If you can make people laugh, no matter how divided they are, they will feel all part of the same humanity while they’re laughing. Human beings have a capacity for that. I’ve always known it, but now I’ve experienced it. My audiences are from 20 to 80 years old. Politically, I think, they’re quite varied. But they can all laugh at the same thing. I think that means I’ll never be cynical about what human beings are capable of.

What’s next for you?
There’s this skin treatment called XERF. It’s a kind of a radio frequency thing on your face. One day I may get a facelift because never say never. But before that, you can try this and see what it does to your face. I’m going to try it – I’m so excited. So if you see me in the papers with a super sharp jawline, it’s because I’ve done XERF. And I’m in The Split Up, coming out on the BBC.

• Sindhu Vee: Swanky is on tour in the UK until 17 April