I found this recipe on the Louisiana Cookin' website - it's from a cookbook titled "Pecans" by Keith Courrege and Marcelle Bienvenu. It was a really big hit in my office ... although I did (at least) double the pecans :)
Preheat the oven to 325 degrees. Butter a 9x5x3-inch loaf pan. Line the bottom of the pan with waxed or parchment paper. Butter the paper, then dust the sides and bottom with flour. Shake off any excess. Set aside.
In a large skillet, melt the butter over medium-low heat. Add the pecans and cook, stirring, until the nuts are lightly toasted, 3 to 4 minutes.
Drain the nuts in a strainer placed over a measuring cup, tossing to remove as much butter as possible. There should be about ½ cup of melted butter in the cup. If there isn’t, add enough melted butter to measure ½ cup. Let the butter cool to room temperature and set aside. Coarsely chop the pecans and set aside.
Sift together the flour, baking powder, and salt into a mixing bowl. In another mixing bowl, beat the eggs with an electric mixer on medium speed for about 30 seconds. Gradually add the sugar on medium-high speed and beat until the mixture is light and fluffy, about 5 minutes.
Add the cream and beat to blend. Reduce the speed to low, add the flour mixture, and beat until just blended. Scrape down the sides of the bowl; add the cognac and the chopped pecans. Stir to blend. Fold in the melted butter and pour the batter into the pan.
Bake until the cake is golden and the center springs back when touched, about 1½ hours. Cool the cake in the pan for about 10 minutes, then turn it over onto a wire rack to cool completely.
When it has cooled, wrap it in plastic wrap, then in foil. Let the cake stand for one day before slicing. It will keep up to one week.