I don't ski at Jay or Iceface on the really cold days (don't really ski at Jay at all--but I would like to try). However, I ski at Gore/MRG/Sugarbush on any day with decent snow, regardless of temp. IMHO, so long as you stay active ANY decent insulated, breathable jacket (Marmot, Mtn Hardwear, TNF, ArcTeryx, Cloudveil, Columbia, etc.) should be sufficeint to take care of your core (with layers, depending on need).
IMHO, the key to staying warm on the really cold days (the days when you actually need an insulated jacket) is good glove/mittens, appropriate boots/socks, and a face shield/balaclava that won't fog up your goggles. I stop skiing when my extremities get cold. I can't think of a time when I quit because my core was cold.
My definition of "really cold" would be below 10 degrees F with a 10+ mph wind, or around -5 degrees F or below with little/no wind.