In general, users should avoid using signals with MPI programs. The manual page for MPI_Init describes the signals that are used by the MPI implementation; these should not be changed by the user.
In a few cases, you can change the signal before calling MPI_Init. In those cases, your signal handler will be called after the MPICH implementation acts on the signal. For example, if you want to change the behavior of SIGSEGV to print a message, you can establish such a signal handler before calling MPI_Init. With devices such as the ch_p4 device that handle SIGSEGV, this will cause your signal handler to be called after MPICH processes it.