Let beef stand at room temperature for 1 hour before roasting. Set an oven rack in the middle position and preheat the oven to 400°F. Season the beef all over with kosher salt and pepper. Heat the oil in an oven-proof skillet over medium-high heat until almost smoking. Cook, turning with tongs, until well browned on all but one side, about 10 minutes total. Turn the tenderloin so that the un-seared side is down, and transfer the skillet directly to the preheated oven.