Christopher Bek Résumé

Christopher Bek Résumé

602, 1133–8th Avenue SW — Calgary Canada T2P 1J7 — 403 471-7440


  • Christopher Bek is a mathematician, actuary, philosopher, scientist and published writer—and is a superior spreadsheet, database and risk modeling craftsman. He has consulted to the top executives of one of the largest companies in Canada—and has made presentations relating to the philosophy and science of risk management in Houston and New York.

  • Excellent analytical, mathematical modeling and writing skills.

  • International experience in the United States and the Caribbean.

  • Wide-ranging actuarial valuation experience including corporate, casualty and pensions.

  • Qualified as an associate of the Society of Actuaries with broad experience modeling risk factors including commodity price risk, foreign
    exchange risk, interest rate risk, oil and gas reservoir risk, workers compensation risk, property damage risk, business interruption risk, liability risk, earthquake risk, hurricane risk and other weather-related risks.

  • Software applications and programming languages include Excel, Visual Basic, Access database, PowerPoint, FrontPage, Word and RoboHelp.

Professional Experience

Risk Management Services—Principal

Calgary (1995-Present)

  • Founded Risk Management Services Corporation dedicated to helping create organizational value and holistic risk management practices.

  • Developed simulation-based risk models for clients including Canadian Pacific Limited and TransCanada Pipelines.

  • Carried forward the essential ideas of modeling risk to the next step—which is finding ways of making optimal decisions subject to risk exposure constraints.

  • Conducted an insurable risk retention valuation for CXY Energy for the purpose of properly aligning realized risk exposure with corporate values and risk tolerance levels.

  • Formulated and administered Delphi questionnaires for the senior management of Canadian Pacific Limited and CXY Energy for establishing organizational values and risk exposure limits.

  • Developed The Bernoulli Model—an advanced Excel-based, risk management, forecasting and decisionmaking methodology that is mathematically accessible to executives—while also presenting the same consistent storyboard for all organizational risk factors.

  • Developed the world’s first four-moment distribution (ie. mean, standard deviation, skewness and kurtosis)—the Camus distribution—using simulation-based optimization with genetic algorithms—ie. genetically engineered.

  • Developed simplified micro-versions of different risk models such as value-at-risk and the efficient frontier model to allow managers to see basic concepts in action.

  • Made presentations to various groups relating to the philosophy and science of risk management including appearances in Houston and New York.

  • Researched, wrote and published thirty-two issues of the Risk Management Review since the inaugural issue in January 1996.

  • Clients include Canadian Pacific Limited, TransCanada Pipelines, Nexen Petroleum, CXY Energy, Petro-Canada, TransEnergy Management, NovaGas Energy, NovaGas International, Pan-Alberta Gas and Agrafibre Industries.

Professional Experience Continued

The Wyatt Company—Consultant and Actuarial Analyst

Calgary (1991-94)

  • Conducted actuarial valuations of loss funding pools for clients including Trizec Properties covering loss types including property, liability and workers compensation.

  • Developed a state-of-the-art Monte Carlo simulation model for analyzing insurable risk retention levels for Petro-Canada.

  • Conducted Monte Carlo simulation analysis of hurricane and earthquake risk exposure for a variety of Caribbean clients including Sandals Resorts.

  • Designed, developed and implemented risk management database information systems for Mobile Oil, Bow Valley Industries and the Port Authority of Jamaica.

  • Provided actuarial and technical expertise in the areas of group benefits, executive compensation, salary and benefits surveys,and organizational research and development.

  • Responsible for data management, reporting, software development, evaluation and training.

San Francisco (1990-91)

  • Conducted casualty actuarial valuations for various self-insured public entities covering loss types including property, liability and workers compensation.

Calgary (1989-90)

  • Conducted pension valuations for various clients including Amoco.

  • Researched, designed and implemented a local area network and was responsible for software development and training. Designed and implemented a time management system for the office.

Toronto (1988-89)

  • Conducted pension valuations for clients including General Electric, General Motors and Famous Players.

  • Was instrumental in developing data management standards and systems for the other seventy-five actuarial analysts in the office.


Society of Actuaries


  • Actuarial Exams—Calculus and Linear Algebra, Probability and Statistics, Applied Statistical Methods, Operations Research, Numerical Analysis, Mathematics of Interest, Actuarial Mathematics, Risk Theory, Survival Models, Mathematics of Graduation, and Credibility Theory and Loss Distributions.

University of Calgary

BSc, Applied Mathematics

  • Specializing in Numerical Analysis.