How to Make It
In a small bowl, whisk the oil, garlic, fennel, thyme, 1 tablespoon of salt and 2 teaspoons of pepper. Rub the paste over the beef and bring to room temperature, 1 hour.
Light a grill. Grill the roast over moderate heat, turning often, until charred and an instant-read thermometer inserted in the thickest part registers 118°, 35 to 40 minutes. Transfer to a carving board, tent with foil and let cool for 30 minutes. Wrap the roast tightly in foil and let cool completely, then refrigerate overnight.
In a bowl, whisk the buttermilk, mayonnaise and the 2 tablespoons of horseradish. Season with salt and pepper. Carve the roast into 1/4-inch-thick slices and serve cold with the buttermilk sauce and more freshly grated horseradish.