Would that mean my sensitive data from other clients, such as Bitcoin Electrum or Jaxx wallet could be endangered?
Well, from what I've read it is worse. This is effectively able to execute arbitrary code downloaded from that ip in the code snippet from the chat log he posted. But in short: yes, but worse.
But he already wrote how to check if you're infected, just search in the electrum file for "subprocess", this should not be there from what I can see from the official source code, so any occurance would indicate an infection.
Btw. I would guess that it is unlikely that you've got an infected version, as probably your coins would be already gone

, but better check twice though.
Edit: and a suggestion to all of you: You should know that checking against checksums, like this is now stated on their site is no protection! They can be manipulated as well, what you should expect are gpg signed checksums instead from a trusted source. If someone takes over their site, which seems to just happened, those hashes and provided ascs and even the information of the signer fo their archives wont save you either, as the hackers just manipulate those too! Yes I know there is an additional signing, but I bet no one of you could make a difference out of it as you probably don't know who should have signed it and all the contents could be manipulated. But hey, you're downloading third party software outside of a controlled environment like your package manager don't you? So expect this to happen...