I main Sejuani in ranked. I play her (now) as full raid-boss tank jungler.
Runes/masteries I go for hybrid pen marks, Scaling armor seals, scaling MR Glyphs, and MS quints. If I don't feel like MS quints, I swap to hybrid pen there as well.
If you max 'w' on sej first, you have no jungle clearing issues. You have a slight health issue. Typically, if I can participate in first blood I can first back at level 4, with 1k gold. I get quillcoat, boots, crystaline flask, and depending a ward or two. At this point, you can clear the jungle and worry very little for mana or health. The flask will last you most of the game, and you will easily get your moneys worth out of its 3 charges.
Typical build is
and 4x 
First buy is

Second buy 
If on second back i find myself with 1000+ gold, i will strait up get a giants belt. Depending on team comp it gets turned into
or
as soon as
is done. From there, itemize health/resists. Remember that your 'w' scales directly off of your bonus health in damage, so you can easily get this to be a 600 damage spell.
Start ADC side with 1 point in your 'w'. Use its auto attack refresh for a little extra damage. Level up your 'q' next, and hit as many minions as you can with in in second camp, followed by your 'w'. Then your second buff. From here, you should have 1 potion left, and be looking to gank top/mid. Anyone pushed up is vulnerable to you, due to your Movespeed quints, and your points in bonus movespeed in support. if they have a gap closer, save yours to catch them on theirs. If they have a channel glares at lissandra... watch them cast it.. give it half a second, then 'q' them. They will be in the air and unable to finish the channel/connect the spell.
Sejuani's kit is SO much more than amumu's. Her ability to get away using her 'q' is way higher than most junglers. If you get good, you can easily clear the wraith camp into mid lane, and you can (with practice) jump over the thickets part of red buff wall. I also regularly go over "wight corner" into the lane and into an opponent that was attacking the tower.
A lot of people complain that Sejuani's ult is also too much of a projectile, but you can actually cover it up. Next time you go to throw it, trying hiding it underneath yourself as you 'q' in. You will almost completely obscure the projectile and when you land, everyone will be stunned.
Full build you can get 5.5k hps, 200+ resists on both, 400ish move speed (depending on boots of preference and enchants... WAY more if you have
obviously.
As long as you aren't stupid, there is no reason for you to pretty much ever die once you get your warmogs/Golem. Most of my deaths are ganks gone bad early game, or strait up overconfidence post that point.
Try it out, and let me know what you think! Do not underestimate the MS quints and the movespeed at the top of the support tree! You will see a huge difference!