Well, if I understand your question correctly, it's actually none of the above. It should be: This skill helped me win the competition. That is to say, I won a competition in the past, and it was my skill that helped me win this competition. I still have this skill. In the "past" the same skill helped me. In addition, there are a mistake in your question. You should write: I have had this skill for a long time. (or, I have possessed this skill for a long time. -- but it sounds odd to say "possess a skill") to possess is a non-progressive verb; it cannot take the progressive tenses: *I am possessing. *I have been possessing. are both wrong and must be, I possess, or I have possessed.

This one sounds correct to me: 4. this skill had helped me win the competition

Number 2 (this skill has helped me win the competition) is not correct because the verb is about winning the competition, not about the skill. Winning the competition took place in the past, and so the verb must be in the simple past. The present perfect (I have eaten, this skill has helped me) is used for events that took place in the past, but the effects of which continue up to the present. You can say "I have eaten" if you ate in the past and you are still not hungry as a result of the eating. In the case of helping you win the competition, there is no connection between the verb "help" and the present. The skill helped you win the competition in the past. (The fact that you still have this same skill now is irrelevant to this sentence.)

2. this skill has helped me win the competition - this answer is correct because we use the present perfect for an action or situation that started in the past and continues in the present. You had the skill in the past, you still have it now.