Coat tenderloins with oil and rub with salt and pepper.
Quickly sear tenderloins in a frying pan over medium-high heat, 3 to 4 minutes per side. Transfer to a roasting pan. Add carrot, rosemary, thyme, parsley, and garlic; pour red wine over the top. Cover and marinate in the refrigerator, 8 hours to overnight.
Preheat the oven to 350 degrees F (175 degrees C) when ready to cook.
Bake in the preheated oven until tenderloins are firm and heated through, about 35 minutes.
