Before cooking remove roast from refrigerator to bring to room temperature.
Preheat oven to 425°F (220°C). The tenderloin will have one end that is smaller and thinner than the rest of the tenderloin. Tuck 10-15 cm of this under the rest of the tenderloin. Tie the tenderloin at 7-cm or 8-cm intervals with kitchen string to keep its shape. Place tenderloin on a roasting rack in a roasting pan.
In a small bowl, mix rub together. Rub into the tenderloin.
Roast the meat to a temperature of 135- 140°F (75-60°C) for medium rare, using an internal meat thermometer. For medium doneness, cook to 140-150°F (60-66°C).
Remove roast from oven, cover loosely with foil and let stand for 15-20 minutes before removing string and slicing.