Use Malwarebytes Scan On Computer W/ Sensitive Data?

We have a machine that was exposed and possibly infected by a Trojan. Avast reported a threat, and then the user attempted to open the file. A subsequent scan claimed no infection, but there are a number of suspicious red flags, e.g. the "full system" scan completed in less than 10 minutes despite all settings being maxed and despite the machine containing hundreds of gigs of data.

I'm considering subjecting the machine to a MalwareBytes scan to confirm whether an infection is present. Opinions on the safety and/or privacy of doing so? The machine contains sensitive financial data belonging to clients.

 

Thank you for the feedback.

However, what I was really wondering is: is there any way to be confident that the MalwareBytes host isn't data mining the entire hard drive in the process of scanning it? (Other than the fact that criminal prosecution would result if they did that and got caught.)

I realize this may not be a reasonable question that has a ready answer, but we have to be very cautious.