See the section on Image Sizing here: https://helpx.adobe.com/lightroom/help/export-files-disk-or-cd.html
If you don't want any resizing of the exported image, but to have it left at the same dimensions as your imported original, then you should un-check the "Resize to Fit" options altogether, in the Export dialog.
Thanks, Richard. But, now I can't get my Watermark to show up.
Depending how you have made this Watermark - whether as text or as a graphic image - the options are slightly different. But either way, it should be sized proportional to your image 'as seen', no matter how many pixels are exported.
To clarify: you will only ever see this watermark within an exported image, and not within Lightroom... unless you have opted to have this exported file also re-imported to the Catalog (which personally, I would never want).