Not always bulky leads to warmth. A lot of the Kuiu hoodies are an example of super light and less bulky still having warmth. My preference would be to have several layers rather than just one bulky layer. You can strip and add different layer options but only have either super hot or nothing with a bulky layer.
I would also mention that vests are another great layer. I sometimes use a vest that has a kangaroo pouch!
If you want "bulky" there are a number of puffy (down) jackets that may flip the bill? They are likely less weight and bulk than some heavier weight jackets. Some down puffies also can be put in a pouch that is a lot less bulky for packing.