I choose to play Sejuani as a dps tank because of her slowing basic-attacks, and you get real tanky if you buy what I do. Sejuani is brilliant in the teamfights. Start of the fight with your ultimate than they are screwed. Make sure that you hitt as many you can with your ultimate to stun them and get frost to effect them. If frost hits many champions you just use permafrost to damage them and slow them, then you use Northen Winds to make even more damage

Start with the wolves (get them pulled by the midder), then head over for the blue buff (also get this pulled. Then you clear the wraiths camp - goloms - red buff.
When you have "Permafrost" you can gank, if you want to gank early pick "permafrost" at lvl 3 instead of 4.

Your farming at the lanes are kind of weak, but when you have maxed your permafrost it's easy. fly into the minion wave so frost appears on them then you use permafrost to kille tha minions.

I choose smite and exhaust cuz smite is a must have in the jungle, exhaust cuz your ganks will be so op and exhaust helps the teams in teamfights. I don't use flash cuz of Arctic Assault. When ganking use exhaust early so your enemy can't escape. In teamfights use your exhaust on the ad-carry, if the ad carry does no dmg and they have another ad that does much dmg use exhaust on him!