Maybe a furry Guar type of animal.
I think what you are referring to is a Yak.
And Yes, Skyrim should totally have these.
http://www.ugcs.caltech.edu/~marcsulf/yak/yaks.jpg
Muskox might be a better fit though as they coexisted with Mammoths and are Nordic creatures. But they are smaller and not as bovine-like. Good replacement for domestic cattle though.