Ranger´s is nice with seju to get solide sustain in jungle and get better clear. If the enemy jungler will often fight u, get skirmisher´s. Cinderhulk is core, don´t need to say anything about that. Boots of speed and then the Righteous Glory will make ur ganks and fights deadly. next get ur boots, usually ninja tabi, if enemy team has really anoying cc like charm or dark binding u can go for mercurys treads. now u have a lot of hp, but not much resistance, spectre´s cowl and glacial shroud will do good, depending on enemy´s kind of dmg. The frozen heart is always nice with seju, lot or armor, lot of mana and cdr. Spirit visage for 40% cdr at all and trolling hp regeneration or banshees if hard disengage-Janna >.< . The warmogs armor will complete the build and give u a huge amount of tankyness and dmg. If the enemy Team has 2 or more hp scaling tanks that just simply ignore u, buy a mask and they will cry. If no ap in enemy team, a randuins will do well, but a frozen mallet is also nice and better than a second warmogs.
If the ememy team is full of squishy targets, get a Zhonias, r them, jump into them and activate it. When u need a thornmail to 100%, get one, if not don´t.

skilling the w at level 1 is the farming option, if ur team goes ham invade u can skill q.
maxing w brings nice jungle clear and dmg for ganks. next i max e for less cooldown and more slow. q last.

U are a heavy tank, that doesn´t need dmg, so u run 9/21 masteries. simply clever

1. health is good with sejuani, u get 10% of it as dmg
2. magic penetration works pretty well with ur hp scaling w to deal some dps aoe in fights. If u feel that u wont need this u can take armor, its pretty good too
3.scaling magic resistance is good against poke later in the game, and we need the cdr because cdr is really nice with sejuani (more cc with q and e, also stronger dps with w and we don´t need to talk about the ultimate)
4.ap quints for better clear in the early game. also it gives a litte amount of dmg to the percental dmg of the w

gromp-blue-wolves-raptors, then base and back to the red with ranger´s and 3-4 potsafter red go mid or top. in laning phase i play more defensive and passive by farming my jungle and making vision on the river and drag. past lvl 6, with bami´s cinder the ganks are really strong, u can easy tnak up to 3 turret hits by diving. try to get control on ur botlane and try to get a drake with this. since u have completed the righteous glory u and ur team can start to fight, the engage is really heavy.
later in the game try to hold ward control over the river, the enemy jungle or your own jungle, depending on the push. In teamfights stay in front of your team and keep in mind that they need to be able to follow up your ultimate. It really does not matter if u throw a max range glacial prison, hit 5 people, but your team cannot follow, because they are out of range or sth. Try to get the adc, it is your biggest enemy, exept hard poking champs like xerath or nidalee. always remember, u can use the glacial prison as disengage aswell, if the enemy team engages heavy on your team.