I'm not quite the expert on early Christianity, but my understanding is that Christianity was an essentially Jewish phenomenon until the Flavian destruction of the Temple; with the destruction of the temple the earliest sect of Christianity largely died out, and therefore Hellenized Jews were forced to look to Gentiles for coverts, making it a new religion in the process. It was therefore very unlikely that Pilate would have been a Christian, as Christianity in his time was nothing more than a heretical sect of Judaism rather than a new religion in its own right to which Gentiles would have converted.