In this process, gravitational potential energy is converting into heat/thermal energy.
In fact, the skier starts at a certain height h, so it has gravitational potential energy equal to
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as he slides down, he loses this energy. However, the problem says that the speed of the skier remains constant during the motion, so this energy is not converting into kinetic energy, which remains constant. The only possibility is that a frictional force between the skier and the ice is acting on the skier. When the friction acts, the energy of the skier is converted into motion of the molecules of the ice, heating it, so into thermal energy.