Since we never see Indy in the tundra, then we don't really know. What we can be certain of, however, is that he doesn
't just wear his standard leather jacket. That would be suicidal.
SO, the obvious pick is a nice B3 bomber jacket. He wears a lighter bomber style jacket, so probably has an Indy-fied B3 style jacket for really cold weather.
I have a B3 bomber for winter, and I absolutely love it. Turn down the cuffs for extra coverage and warmth. Fuzzy collar keeps my neck warm. And it has a very Indy feel to it.