I don't know about this particular investment firm, but investment and insurance firms are actually quite well equipped to think about risk, which is really what climate change is about from a financial perspective. They inherently need to be able to think rationally about climate predictions, assess the statistics/uncertainties behind them, and come to conclusions about where and how to invest in the long run. For example, what's the risk/reward for an investment firm to invest in an African company if there's an X% chance that company's location will be uninhabitable in 50 years? Or if climate change leads to social/political instability in the area?
For insurance companies, climate predictions tell them how much risk is involved in, for example, real estate purchases on the Florida coast as sea levels rise and extreme weather events increase in frequency.
For them it's all about probabilities - what is the probability that climate scientists are qualitatively right, and if they are, what are the chances of the particular predicted consequences being accurate (and how accurate). Actuaries crunch those numbers and advise their companies to make risk/reward decisions based off of them. One of the hardest parts about these predictions isn't the actual environmental impact, but the social consequences of it, which can have massive financial impacts.
In terms of what the companies know specifically about climate change, I'm guessing they have scientific consultant teams that provide the expertise they need.