Grand Marshal Skaldak was an Ice Warrior titled the sovereign of the Tharseesian Caste and vanquisher of the Phobos Heresy. According to the Eleventh Doctor, Skaldak was "the greatest hero the proud Martian race [had] ever produced."
He commanded a fleet called the Nix-Thassis, with his daughter, Iclar beside him. Despite being an Ice Lord, he wore the armour of a typical soldier due to the amount of protection it gave him. (PROSE: The Jeopardy of Solar Proximity) The Doctor also claimed that his foes honoured him so much they carved his name into their flesh just before they died. (TV: Cold War)
In a battle against the Daleks over Knossos, Skaldak held off their attack so that his daughter could escape. His ship was then trapped in the gravitational pull of a star. Deciding to bring the Daleks down with him, Skaldak boarded their ship, and killed many on board. He escaped the ship by using the Daleks' temporal technology, hoping it would send him somewhere cold. (PROSE: The Jeopardy of Solar Proximity)
Impatient enough to not wait until returning to Moscow, Piotr, a crew member of the Firebird, thawed Skaldak with a blowtorch. Disorientated from the sudden awakening, Skaldak went on a brief rampage that caused the submarine to begin to sink. After the Doctor saved the Firebird by guiding it to an underwater ridge, Skaldak was knocked out and captured, and later learnt how long he been in the ice, which sent him into a state of grief. This was exacerbated when he attempted to contact his fellow Ice Warriors, but they didn't respond.
Feeling he had nothing left to lose, he left his armour to learn more about the submarine and the humans. As soon as he learned about the nuclear missiles on board, he decided to fire them and wipe out humanity as payback for attacking him.
However, just as he was about to fire them, another encounter with the Doctor made him hesitate, and the Doctor's companion, Clara Oswald, appealed to the memory of Skaldak's daughter to make him stop.
Moments later, a spaceship belonging to Skaldak's fellow Ice Warriors arrived to rescue him. He left on the spaceship, and deactivated the warheads as a final show of mercy before he left Earth. (TV: Cold War)
After meeting Grand Marshall Sskoll while fighting the Flood in the 9th century, the Twelfth Doctor stated that he was a friend of Grand Marshall Skaldak. Sskoll found this to be impossible and the Doctor commented "yes he was a bit" before changing the subject. (COMIC: The Wolves of Winter)
Like most Ice Warriors, Skaldak was honourable but when he was desperate he threw away his honour and started crawling around the submarine out of his armour, something that was considered highly dishonourable among the Ice Warriors. Believing that he was the last of his kind, Skaldak decided that honour didn't matter any more and devoted himself to getting revenge instead. He was ferocious in battle, and his reputation was legendary; it was said that his victims carved his name into their skin before they died. He tore most of his victims to pieces in the submarine in order to learn more about human physiology.
However, Skaldak did have a sensitive and sentimental side. He was upset by the death of his daughter and in honour of her memory, he stopped his murderous rampage, after Clara reminded him that if he went through with his plan he would cause other people to go through the same pain he'd suffered when he lost his family. Skaldak showed his honour and mercy by deactivating the warheads before he left Earth, having originally intended to use them to start another World War. He also showed respect to fellow warriors, even if they were his enemies, and complimented the Captain on his strategy of negotiating "from a position of strength". (TV: Cold War)
Behind the scenes
Skaldak was the first Ice Warrior to be seen on-screen outside of his armour. However, only his hands, arms and face can be clearly seen, the rest being either blurred or out of shot. Archive imagery of the unmasked Skaldak was used to depict an Ice Warrior in Face the Raven, and the original prop for Skaldak was seen in The Rings of Akhaten.