Lena Dunham revealed she has moved to Wales to shoot a new HBO drama set in the world of international finance.

Dunham, best known for creating the comedy Girls, is directing and producing Industry, which she describes as “Wolf Of Wall Street meets Melrose Place”.

The eight-episode series is set at an investment bank in London, US network HBO said, with work and personal lives becoming blurred.

Dunham announced the news on Instagram and she has moved to Wales for the summer, describing the country as “a dreamy place with fairytale gardens, super sweet humans, and dragon mythology”.

Alongside a picture showing her holding a script for Industry, she wrote: “AHHHH! I’m so excited to announce I’m directing & executive producing a new series with @hbo called INDUSTRY.

“It’s all about the cutthroat world of international finance. Think Wolf of Wall Street meets Melrose Place!

“I’ve moved across the pond for the summer to shoot this – specifically Wales UK – which is a dreamy place with fairytale gardens, super sweet humans, and dragon mythology. So taking reccs on secret spots, cuisine, you name it! Stay tuned for more.”

Lena Dunham
Lena Dunham has moved to Wales to film a new HBO drama (Jonathan Brady/PA)

Dunham, 33, is teaming up with writers Konrad Kay and Mickey Down for Industry, HBO said.

The series, that is being shot in Cardiff, is based on Kay and Down’s personal experiences and it is unknown if Dunham will also have an onscreen role.

Industry is Dunham’s first series with HBO since her split with longtime creative partner Jenni Konner in July last year.

Dunham starred in and created comedy-drama Girls, which premiered in 2012 to critical acclaim.