Remove the beef tenderloin from the refrigerator and allow it to come to room temperature for 1 to 2 hours before cooking.

Combine the butter, garlic, rosemary, and thyme in a small bowl. Place aside.

Preheat the oven to 425 degrees Fahrenheit (220 degrees Celsius). If the butcher hasn’t already done it, cut the beef tenderloin in half, then trim and tie it up.

Pat any excess moisture from the beef tenderloin with paper towels before seasoning both sides with salt and pepper.

In a large cast-iron skillet, heat the oil over medium-high heat. Add the beef tenderloin and brown for a few minutes on both sides, about 10 minutes total, to create a golden brown crust.

Smear the butter herb mixture over the top of the beef tenderloin, then place the skillet in the oven. Insert the probe thermometer before placing the tenderloin in the oven if using.

Cook the beef tenderloin for 15-20 minutes, depending on how well done you prefer your meat (see temperature tips above).

Transfer the beef tenderloin to a chopping board and set aside. Enable for 10 to 15 minutes of resting time to allow the juices to redistribute. Remove the string and cut it into 1-inch thick slices. Serve with horseradish sauce if desired.