In this work we demonstrate that micro-segregation patterns of alloying elements present in a high-strength TRIP-assisted DP steel after casting are retained in the microstructure throughout processing, and lead to anisotropy (banding) in the final microstructure. In particular, we have assessed the role of Al on the chemical segregation of Mn, Cr and Si during casting, and their impact on the phase transformations occurring during thermo-mechanical processing of the as-cast material. We have derived the elemental partition coefficients, based on the experimentally determined dendrite spacing and chemical profiles in the as-cast structure, and used them to derive the local austenite-to-ferrite transformation temperature. Our cellular automaton methodology to simulate phase transformations allows reliable prediction of the formation or suppression of banding in the intermediate and final microstructures for different heating or cooling rates. Our results reveal that aluminium exerts the largest individual effect of the substitutional elements on the formation of banding in these steels. Controlling micro-segregation during solidification in advanced high-strength multiphase steels is therefore critical for obtaining homogeneous mechanical properties in the final product, as it controls the phase transformations occurring during thermo-mechanical processing and therefore the final microstructure.