SIG is a global quantitative trading firm founded in 1987 by a group of college friends. The firm applies rigorous quantitative methods and game theory to financial markets, operating across offices around the world and trading nearly around the clock.
Researchers, engineers, and traders work side by side to develop trading strategies using machine learning, advanced quantitative research, and data analysis. The work centres on decision-making under uncertainty - analysing large data sets and translating findings into strategies that perform in fast-moving markets.
SIG's operating model is built on the premise that collaboration produces better outcomes than individual effort. The environment is deliberately learning-focused, with teams engaging as readily in informal problem-solving - board games included - as in rigorous quantitative work. The common thread is an appetite for complex problems and the intellectual discipline to approach them systematically.