Use client certificate authentication with System.Net.WebClient

WebClientClientCertificateAuth.cs

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Security.Cryptography.X509Certificates;
using System.Net;
using System.Net.Security;

namespace WebClientClientCertificateAuth
{
    class Program
    {

        static void Main(string[] args)
        {
            MyClient webclient = new MyClient();            
            webclient.UploadData("https://myserver/myresource", "PUT", new byte[0]);
        }

        class MyClient : WebClient
        {
            protected override WebRequest GetWebRequest(Uri address)
            {
                var request = base.GetWebRequest(address);

                X509Store store = new X509Store("My", StoreLocation.LocalMachine);
                store.Open(OpenFlags.ReadOnly);
                X509Certificate2Collection certificates = store.Certificates.Find(X509FindType.FindByThumbprint, "CERT_THUMBPRINT", false);
                var cert = certificates[0];

                (request as HttpWebRequest).ClientCertificates.Add(cert);

                return request;
            }                 
        }

    }
}

its not working