You betcha !
-- Work is done whenever a force acts through a distance.
-- The skydiver has weight. That's the force acting on him.
-- As time goes on, I'm assuming that he falls from one height
to a lower height. That's the distance the force acts through.
-- The work done on him is (force) times (distance)
(his weight) x (distance he falls).
So where is the machine that does all this work ?
-- It's GRAVITY that does the work on him as he falls.
So how did he get all this energy in the first place ?
Where did it come from ?
-- From the airplane that lifted him up to height from which he jumped !