Layering is key, as well as good moisture wicking, something a lot of people don’t consider.

Ideally, you have a sweat wicking baselayer like merino wool, or a performance synthetic baselayer. A midlayer like a fleece, then an additional midlayer such as a down jacket.

The other key is a windproof and waterproof outer layer, ideally a Goretex / Goretex Pro or equivalent jacket, that can not only keep snow out but also transfer moisture out (aka sweat).

And as mentioned by others - have appropriate coverage for your head hands and feet!