Place the salmon skin-side down on a baking sheet lined with parchment paper. Rub the fillet with olive oil and liberally season with salt and pepper.
Transfer the salmon to the oven and roast for about 30 minutes, until the salmon is cooked through and flakes easily with a fork.
While the salmon cooks, make the dill horseradish sauce. Combine the mayonnaise, grated horseradish, dill, and vinegar together in a small bowl and mix well. Season with sea salt and black pepper, to taste. Store the sauce in the refrigerator until ready to serve.