We have a velux window directly above our bed. We don't usually close the blind as it's a horrible brown colour left by the previous owners and I quite like waking up and seeing the sky. It has dropped below freezing overnight a few times recently and you can really feel the cold almost falling from the window onto us. If I pull the blind down then condensation builds up on the window and drips down onto my pillow. I've just woken up to a completely soaking pillow. Annoyingly only on my side of the bed 
I probably wouldn't care if it was just us (we've lived in colder draughtier places before) but we have a 10 week old baby who likes her hands out for sucking on and I'm worried she'll get too cold. Don't think I'm being PFB about it, the temperature in her cot got down to 13 degrees last week and any guidelines for what baby should wear in bed suggest a hat and mittens for anything below 15!
So what is the answer? How do keep the cold out without it creating condensation on the window? There isn't really another place the bed can go in the room due to the sloped ceilings.