I had the issue for the first 4 months or so of playing, It kind of just went away for me. But its hard to remember because that was so long ago. You definitely dont want to hold the pick too hard otherwise it causes all sorts of tension in your hand and arm and that can make it harder to play.
Is it slipping with all types of playing, or only certain aspects? Like if you play single string licks, does it slip? if you run scales over all strings etc? Might only be certain aspects of your playing that make it slip and others are fine.
When you are playing, are you watching your picking hand? What may help is when running scales or chords that you know, put all your focus on the picking hand and try different tensions to see what works for you. Perhaps try hold the pick at an angle instead of hitting the strings straight on with the pick. Maybe some more professional and knowledgable guys can add to this.