It could be any number of things from a thyroid dysfunction to a pituitary issue to too much work and not enough calories and fat intake.
In the short term you want high fat feeds such as rice bran (beet pulp is more a filler with less nutritional value). Check the content in the feed for % of fat - higher is better, especially in winter. You should also note that the nutritional needs of a growing 2yr old and a mature 15yr old are totally different and they should absolutely be on different feeds. A younger horse needs more fat and protien with less fiber (they will get sufficient fiber from forage) while an older horse will need less protein and more fat and fiber since as horses age their bodies can have a harder time processing roughage.
Your best bet is to talk to a vet at least initially to rule out any glandular/endocrine dysfunction and from there an equine nutritionist that can help with a diet suitable for the amount of hours you are riding and age of your horse (and help with the proper diet for your growing youngster as well).