SIG is a global quantitative trading firm founded in 1987 that operates nearly around the clock across offices worldwide. The firm develops trading strategies by combining machine learning, advanced quantitative research, and game theory, employing researchers, engineers, and traders who work collaboratively to identify market opportunities.
The company's technical foundation rests on quantitative methods, data analysis, and decision-making under uncertainty. Its teams apply these disciplines to develop trading strategies that adapt to rapidly changing market conditions. The collaborative structure - with specialists from different disciplines working side-by-side rather than in isolation - reflects a deliberate approach to problem-solving in complex financial markets.
SIG was founded by a group of college friends and maintains a culture centred on intellectual challenge and learning. The firm emphasises that collaborative teams consistently outperform individual contributors, a principle that shapes how researchers, engineers, and traders interact daily. This environment attracts people drawn to the analytical rigour of complex problem-solving, whether through data analysis, strategy development, or the kind of strategic thinking applied in games like poker.