The greatest picks outside of lane to counter Sejuani include Kalista, Draven, and Caitlyn. These are all good at countering Sejuani with win rates over 61%. Even if these Sejuani counter picks are not chosen in the same position as you, it's not a good idea to choose her into one of these matchups. They will very likely beat Sejuani.
Conversely, if the opposite team choses either Galio or Swain, Sejuani mains should seriously think about choosing her, as she easily dominates these selections with win rates over 52% against each ofthem.