The outer shirt of jacket should be of a material that will stop wind and shed snow.
Some slick synthetics work well.
As with shirts, the outer pair of pants should shed snow and block wind. Some types of ski-pants do both well. Damp clear through. If one is properly layered, it's perfectly feasable to be comfy while the outer surface is at or below freezing. Vapor pressure will force perspiration to the outer surface of the outer garment, where it freezes and can be brushed off.