The technique @helm recommends is (at least in this neck of the woods) called a "Glissade". It is essentially "a method of descending a steep snow-covered slope via a controlled slide on one's feet or buttocks". I have heard of people using other items to assist in a glissade by using them as a sort of sled, a backpack or as in Ed Abbey's Desert Solitaire; a large flat rock.
If I were you I would spend some time googling this term as it is a more realistic way to quickly improvise ones way off a mountain, rather than taking the time to attempt to fashion proper skis.
Now, depending on the type of story you're writing, you could have your character just strap a couple felled logs to their feet at let fly! AKA Paul Bunyan.