The concept of "severe cold weather testing" seems a bit odd. A business jet is presumably certified to part 23 - in all likelihood a parallel EASA CS.23 and FAA FAR-23 certification. This will cover specific cold weather and (depending upon specific clearances required) icing conditions but I wouldn't anticipate any special requirements above that.
Ability to operate in cold conditions tends to fall into three parts:
(1) startups and system operability after cold soak,
(2) ground handling in snow/ice
(3) flight in known icing conditions.
The three are quite separate, and none necessarily need you to mount an expensive detachment to some dreadful spot north of the arctic circle - although the second will probably take you to somewhere like Alaska or northern Canada for some decently contaminated runways to play on.
Part (1) can be done, cold enough for certification purposes at somewhere like Goose Bay in winter, but you'll get a lot more control taking the aircraft to a suitable test chamber - which probably means either Boscombe Down or Edwards, without the variability of waiting for exactly the right cold conditions (Sod's law say's you'll move your test team to the arctic for a month only to hit a heatwave of -15°C otherwise). Typically you're looking for around -46°C for global certification (this is from memory, I'm in the wrong office for the books on that this week.)
Part (2) isn't really about cold, it's about surface friction and surface condition. There's a really good paper on this in the 2008 SETP annual procedings called "Stopping the Raptor on Ice", which is better than anything else I've ever seen in explaining how this type of testing is done.
Part (3) Needs icing conditions, and the atmosphere being what it is, the best direction to look for that is up, rather than north or south. Pilatus have done a lot of severe icing work flying over Switzerland, but equally a business jet with reasonable altitude performance can probably fly into moderate or even severe icing conditions over the tropics - for example out of Darwin (where the Australian Met Bureau have a hugh research weather radar facility called Berrimah - probably the best in the world, conveniently close to regularly convective storms) , or into the ITCZ.
G