The body of the 49-year-old was discovered on Tuesday under a 1.5 metre blanket of snow, the Swiss news agency SDA reported.
His family had reported him missing on Sunday.
A search on Monday failed to find the missing man and had to be called off owing to poor weather conditions.
On Tuesday the search resumed with a helicopter equipped to pick up mobile phone signals.
The skier's body was finally located after his phone was detected in a couloir.