I would say a ski jacket - they have the powder skirt which stops the snow going up your back when you fall over - which you will - or when you get taken out by other out of control skiiers - as happened to me three times.
I wore thermals as well, especially on the legs. It got pretty warm up there as it was a really sunny week, and even at the warmest I was glad of the thermal longjohns.
As soon as the sun is gone - behind mountain or cloud, it gets very cold.
Went for first time to Bulgaria last time 3 of us aged 16 24 and 50 all wore thermals all the time - it was just right
take a warm hat as well and decent ski gloves. We all loved it going again soon