John G. Watson
Lecturer in Finance
Dr. Watson joined Financial Engines in November 1996. Financial Engines is an investment advisory service founded by William F. Sharpe, The STANCO 25 Professor of Finance, Emeritus, and it currently manages over $92 billion worth of 401(K) assets for its clients. Dr. Watson contributed to the theory, patents, and code for the simulation, style-analysis, and optimization engines that power the company’s services.
Prior to joining Financial Engines, Dr. Watson specialized in the design and implementation of PC software solutions to business problems. His professional experience includes designing systems for optimizing hydroelectric power production and co-inventing a patented fingerprint-matching algorithm. However, he is best known for his work with Dan Fylstra (Frontline Systems) on the Microsoft Excel Solver, the optimization tool that automates spreadsheet “what-if” analysis. Other assignments have included work with major software developers such as Borland and Microsoft, and a list of financial institutions: BARRA, C*ATS Software, Micropal, Rogers-Casey, TSA Capital Management, and Zephyr Associates.
Dr. Watson’s academic training is in the field of Applied Mathematics. After obtaining his BS, MS, and PhD in Mathematics from Rensselaer Polytechnic Institute in upstate New York, Dr. Watson taught at the University of Miami and Northwestern University. Following his stay at Northwestern, he was a research associate of J.B. Keller at Stanford University in Palo Alto, California. He now lives in nearby Menlo Park.
- PhD, Department of Mathematical Sciences, Rensselaer Polytechnic Institute, 1978
- MS, Rensselaer Polytechnic Institute, 1973
- BS, Rensselaer Polytechnic Institute, 1971
- At Stanford since 2009
- Fellow, Financial Engines, Inc., 1996-present
- Lecturer, Stanford University, 2009-2010
Awards and Honors
- 2010 INFORMS Impact Prize (Solver Team)
Service to the Profession
- Member, Society of Sigma Xi
- Member, Society of Industrial and Applied Mathematics