Well Lena the if the officer in the picture is like any of the others I know who work in cold climates probably wearing:
Meduim to thick base layer
Bullet proof vest
Fleece lined softshell jacket
Those three in combination are very, very warm. Heck the bullet proof vest is warm to the point of being hot, even in winter.
As for the hat I can't say I'd want to be out without one but he could have one but not wearing it in an attempt to regulate is core temp because he was moving around a lot. I mean it's not like he can take off outer layers while in the field. I know a lot of officers will stuff a wool cap into the breast pocket of their outer jacket when not in use.