Private investigators come in many a flavor. You might want to define how he works a bit first. Holmes style, akin to many detectives who basically are a copy of Holmes like Nero Wolfe, Gil Grissom of CSI to Daryl Zero, is clues equal and exotic explanation that works out to explain some cleaver bit on how they came to be, throw in some serious deductive reasoning and you have a great cold reader or forensic investigator. Fans of Criminal Minds will note the profile method to see the crime and describe who could do a crime base on how it was done. They are students of criminology and research this topic as fun and hobby. Psyche, TV show, has a Holmes light feel to it where he notices stuff a trained detective would eventually find really quickly and stay a step ahead of the cops that way. Mentalist is a fun blend of profile/ clue master/ deductive logic with a touch of mesmerism and con man thrown in.
So going on what you had to start with he seems combat proficient. Either an ex-police, ex-intelligence service, or ex-military investigator. Depending on your combat package you go forward with some hand to hand, you wanted blades so probably military or intelligence. Police use batons much more and honestly the P.I. probably may want that more than the knives as it is a much better way to deal with most his issues. I.E. cheating husband comes running out after he catches you catching him with secretary and you don't want to blade him do you. Blades are only good at making dead people wear the batons make much more useful KO'd people. Weapons had pistols but not shotguns and heavy automatics so its more like a federal agent who doesn't go on raids.
Now that he is a IRS investigator or some such who struck out to find his place out in the Private Investigator field. You can build up his contacts from that background. IRS auditor contact would have a nice skill set to help out our PI. Also we can think he might have forensic accounting skill. Knowing where the money comes and goes gets you through 90 percent of figuring out what happened anyway. A Hacking contact to get the info to look at would be good or make him a hacker himself. Most PIs do better with guile and stealth and that is probably where you want the meat of your remaining points to go. Electronics and/or Negotiation are key and if he likes to breeze in the back way with his mag lock pass key, plant bugs, plant RFID tags, use the cool laser mic, or fast talk the secretary then he should buy in to this hard. A advantage rarely bought but valuable to me is the generic look, a real advantage to people following and asking around about other people. After that you need a good vehicle that doesn't stick out but gets the job done, maybe souped up and some armor. A office that has a escape route wouldn't be a horrible idea.
Going over what you outlined this is a fair beefed up outline to what you were thinking about. If you want to be more Kreskin about it than just the facts electronics guy you can do some sweet things with Physical Adepts but these guys are less like the Hard Boiled Sam Spade types from the old school.
