Myha’la Herrold knows a thing or two about being a fish out of water. The recent Carnegie Mellon graduate left the U.S. for the first time to test for a job. But not just any job: her first series regular role as the lead in “Industry,” a major new drama for HBO. Now she texts with Lena Dunham, who directed the show’s first episode.

“Her spirit was a through line,” Herrold beams, speaking to Variety from New York. “I was always talking to Lena because we’re like homies. I want to create things in the way she does.”

The young actor’s character, Harper, is the driving force behind the Bad Wolf-produced drama, one of the rare shows to make “sexy banking drama” not sound like such an oxymoron. Rich with fresh new faces and shot between Wales and London, the slick series follows a new batch of graduates at a central bank, forced to compete for precious few positions while navigating torrid romantic entanglements.

But as one of the few people of color in the room, not to mention the only American, Harper’s path to success is decidedly more hard-won than her colleagues. Praise comes easy—she’s the best of the bunch—but on the inside, there’s that nagging feeling she’s just never quite good enough.

“I felt Harper and I were mirroring experiences,” says Herrold. “She comes into this place and it’s a sort of ‘fake it till you make it’ kind of thing. There’s an incredible amount of Imposter Syndrome, which I also [understand].

“It’s, like, you’re thrust into this environment. You have to lead this show. You have to be [this kind of person]. And it’s like, ‘Okay, I’m just going to do it and see what sticks.’”

Harper, Herrold says, has a similar M.O. Some of her choices may be misguided, “but I can get how she got there because we are starting at the same place.”

The California native’s energy is contagious. The first stamp in her passport was for the U.K., “which was awesome,” she says proudly. “I had forgotten until I got there, but when I was super young I would watch these videos of these indie musicians doing these backyard sessions and I’d be like, ‘Oh my God, I belong there, with the artists!’ When I was in the plane about to land, I was like, ‘My dream is happening! It’s so cool!’”

Herrold cut her teeth in theater and musicals—she played Nabulungi in a tour of “The Book of Mormon” in 2017—before landing a bit role in indie film “Premature” and an episode of Amazon’s “Modern Love,” opposite Julia Garner in the “So He Looked Like Dad. It Was Just Dinner, Right?” episode.

Producers searched far and wide in the U.S. and U.K. to cast Harper. Herrold recalls a Zoom conversation with writers Konrad Kay and Mickey Down. A couple of days later, her management called and asked if she wanted to meet the director.

“They said, ‘Don’t freak out, it’s Lena Dunham.’ And I was like, ‘Cool, cool, cool, cool, cool, cool, cool.’ I went to that callback, and as a regular person, you know so much about a celebrity, and I was like, ‘I don’t know what this is going to be like but I’m entering it with an open mind and open heart.’ Truly, from the moment I met her, she was so excited, and said, ‘You’re going to be amazing.’ I was like, ‘We are going to get along so well.’”

The financial smarts behind the show, which has its share of investment jargon, was informed by Down and Kay’s experiences in the industry. “But it’s not a show about money and trading,” underlines Herrold. “It’s about the relationships these young people have to each other. What’s cool about a bank setting is the stakes are so damn high because there’s bazillions and your job on the line.”

Herrold connected with the material on an emotional level. She’s more measured about the whole “banking drama” concept. “You just add a bunch of numbers to it and it’s a finance drama,” she smiles.

The rest? To be fair, a lot of sexting. Not that Herrold minded, considering the agency given to the show’s female characters.

“I was stoked I’d get to do my first sex and drug scenes,” says Herrold. “The day I did my first intimate scene, I was like, ‘Oh I’m so excited,’ and then I got on set and got all ready and I was like, ‘Fuck, we’re going to do this now?’ But the beauty of how it was done, it was, like, thank God for this.”

Herrold says the show’s intimacy was choreographed “to the letter.” And while some may raise eyebrows, she insists the show’s sex scenes only serve to further the story or reveal something new about the characters.

“I love and respect when sex is used as a vehicle for storytelling and not for shock value or to get people to watch the thing,” says Herrold.

“Lena Dunham is so good with that and she really gets that. And getting to do that first with her in the first episode was awesome and really set a precedent and tone for how we’d navigate this and what we, as a show, were hoping to do, which was use sex as we would in real life.”