Christopher Bek Résumé

Let our students of philosophy enter the world with no favor shown them; they shall compete with men of brawn and men of cunning; in the mart of strife they shall learn from the book of life itself; they shall hurt their fingers and scratch their philosophic shins on the crude realities of the world; they shall earn their bread and butter by the sweat of their brows.  This last and sharpest test shall go on ruthlessly for fifteen long years.  Those that survive, scarred and fifty, sobered and self-reliant, shorn of scholastic vanity by the merciless friction of life, and armed now with all the wisdom that tradition and experience, culture and conflict, can cooperate to give—these men at last shall become our leaders.
—Will Durant

Christopher Bek is a mathematician, actuary, philosopher, scientist and writer—and is a superior spreadsheet, database and riskmodeling 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.  Chris founded Risk Management Services in 1995 dedicated to helping executives develop scientific management practices that allow organizations to properly serve the shareholders, the stakeholders and society in the community.

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

Professional Experience
Calgary (1995-Present)

Founded Risk Management Services Corporation in 1995 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 for the purpose of estimating risk exposure
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 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-four 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

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


       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
         Bachelor of Science, Applied Mathematics
         Specializing in Numerical Analysis