Sagui started at Harris Bank in their foreign exchange trading department. He left to go trade bonds with Blythe Eastman. However, the firm failed and was merged into what became Paine Webber. At a cocktail party with the executives from Paine Webber, Sagui met Bill Dudley, who offered him a job in Chicago trading on the financial floor.
He later moved to Kidder Peabody where during his seven years he became a partner. After leaving Kidder, Sagui joined with his brother Matt to become a broker and local trader in the Chicago Board of Trade financial trading pits.
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