Apart from the risks of falling and badly hurting your baby there is the real risk of severe wind exposure/cold etc etc. Your baby won't be the one doing the exercise and staying warm. A few years ago a baby in the UK suffocated when on the back of his/her father when they were going for a walk in high winds.

Take it in turns to go skiing with your partner, that way you won't have to put your baby in a nursery if you don't like that idea.

Your baby won't be a baby for much longer anway.