Game I played but don't remember the name

Apr 30, 2018
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Hi guys. I am looking to find a game I played when I was a kid. It was on the PS1 and from what I remember the game starts with some kind of special agent or something falling with a parachute on a icy mountain and then you get to fight bad dudes. Then on the next level you are a girl that needs to escape from some kind of facility where she was kidnapped. I remember you need to sneak by guards and get to a locker to get your equipment back. From here I can't remember anything because that's how far I got through the game. I hope you guys can help me. Thanks in advance.
 

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