Heat the olive oil in a frying pan and sear the beef for about 4–5 minutes until browned on all sides. Remove and leave to cool. Meanwhile make the dressing. Whisk the olive oil, horseradish, lemon juice and mayonnaise in a bowl. Season generously.
Finely slice the beef and arrange slightly overlapping on a serving plate. Season well. Drizzle the dressing over the top, scatter over the capers, rocket leaves and Parmigiano-Reggiano cheese shavings and serve immediately.
To make the beef easier to slice thinly, after searing in a pan, pop it in the freezer for 30 minutes to firm up.