Sieg was created by Yggdmillennia as one of their many homunculi suited to various purposes. Initially kept in a prana supply tank devised by Gordes Musik Yggdmillennia to grant energy for Servants, he was one of many allowed to be used by Caster of Black for usage as harvesting materials for his golems. Due to his unexpectedly high quality Magic Circuits, he was thought to be a good choice for Caster's Golem Keter Malkuth.

Sieg comes into consciousness without anything to form a personality. He is scared of everything but himself, believing to be nothing. He calls himself transparent and colorless because he possesses nothing and had received nothing from his birth.

(Source: Type-Moon Wikia)