Baff made it through to the semi-final stage, where a small mistake saw her miss out on making it into the big-final after placing third.
In the small-final to decide places 5-8, Baff had a great race to finish first across the line for the fifth place ranking.
Three-time Olympian Belle Brockhoff finished in 9th reaching the quarter-final stage, with Mia Clift also qualifying for finals but unable to start after injuring her knee in training, giving her a final ranking of 15th.
"This is probably the closest I will get to racing at home whilst overseas with all my family here, it's been really nice," said the recently turned 21-year-old Baff from Jindabyne in NSW.
"I did a littler error in my semi-final, but I was really happy with how I performed in the small-final."
"We had a few changes to the course and it definitely sped up since yesterday, and it's been fun to try and figure out what to do with changes on the speed every run so you never know if you are going to double or stay on the ground, so learning that decision making whilst you are racing."
Adam Lambert was the highest placed finisher for Australia in the men's event in 13th, NSWIS teammates Jarryd Hughes finished in 45th and Cam Bolton was 52nd.
After three events Brockhoff is ranked third and Baff fourth on the World Cup standings, with Adam Lambert sixth, Cam Bolton eighth and Jarryd Hughes 35th in the men's standings.
The snowboard cross World Cup tour now moves to Georgia, where a double event is scheduled at the Gudauri resort.
Ski Cross World Cup
A ski cross World Cup also took place in St Moritz, where Doug Crawford finished in 38th place.
Snow Australia skier Liam Michael finished 57th on debut.