I agree with all of the above - one of my geldings had that problem, what worked best was to do a circle every time he tried to start jigging. As well, I kept him on a fairly loose rein, which seems counter-intuitive, but helped him to relax, as he wasn't so worried about what was going to be asked next. Eventually, the minute I loosened the rein, he would immediately relax because he knew that a loose rein=no need to rush or worry.
Work at relaxing your hips and legs, and slowing him down through your seat. While you try to relax your legs, you don't necessarily want them flopping around - a sensitive horse gets nervous if he's worried that you might be signalling for more speed. I would very lightly hold my legs against the barrel, almost like a loose hug, just so he would know where they were without worrying.