Case-cohort designs select a random sample of a cohort to be used as control with cases arising from the follow-up of the cohort. Analyses of case-cohort studies with time-varying exposures that use Cox partial likelihood methods can be computer intensive. We propose a piecewise-exponential approach where Poisson regression model parameters are estimated from a pseudolikelihood and the corresponding variances are derived by applying Taylor linearization methods that are used in survey research. The proposed approach is evaluated using Monte Carlo simulations. An illustration is provided using data from the Alpha-Tocopherol, Beta-Carotene Cancer Prevention Study of male smokers in Finland, where a case-cohort study of serum glucose level and pancreatic cancer was analyzed.