Skadi

Skadi is the ski goddess, the daughter of the powerful giant Thiassi. She is married to Njörd, as compensation for the Aesir killing her father. It would not be a happy marriage. The two would live in separate locations, where Skadi chooses to live in a mountainy area Thrymheim, which is located in Jotunheim.  

Aside from skiing, she is also associated with mountains, winters, and bowhunting. With those skillsets, she would have been an excellent competitor in the Olympic biathlon.

Later on, she would marry Odin (who had a thing for giantesses), with whom she produced many children. One of them would be the king of Norway. 

The interesting thing about Skadi is that she started as a Jotun, but was later on considered to be one of Aesir.